Cargando…

Dynamic relationship between trading volume, returns and returns volatility: an empirical investigation on the main African’s stock markets

In this empirical investigation, we examine the relationship between trading volume, return and volatility for eleven African Stock Exchanges. This study covers the period from September 24, 2010 to September 24, 2020, i.e., a total of 3037 daily observations per country. The relationship between tr...

Descripción completa

Detalles Bibliográficos
Autores principales:	Toe, Daouda Lawa tan, Ouedraogo, Salifou
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Palgrave Macmillan UK 2022
Materias:	Original Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9332039/ http://dx.doi.org/10.1057/s41260-022-00274-0

Ejemplares similares

Impact of COVID-19 on the Saudi stock market: analysis of return, volatility and trading volume
por: Wasiuzzaman, Shaista
Publicado: (2022)

Testing volatility and relationship among BRICS stock market returns
por: Ganguly, Soumya, et al.
Publicado: (2022)

Stock Market Volatility and Return Analysis: A Systematic Literature Review
por: Bhowmik, Roni, et al.
Publicado: (2020)

Dynamic relationships between industry returns and stock market returns
por: Lee, Chien-Chiang, et al.
Publicado: (2013)

The effect of COVID-19 pandemic on return-volume and return-volatility relationships in cryptocurrency markets
por: Foroutan, Parisa, et al.
Publicado: (2022)

The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets
por: Lahmiri, Salim, et al.
Publicado: (2021)

COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market
por: Bing, Tao, et al.
Publicado: (2021)

Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe
por: Zaremba, Adam, et al.
Publicado: (2020)

The impact of COVID-19 on cultural industries: An empirical research based on stock market returns
por: Zhang, Rong, et al.
Publicado: (2022)

Air pollution, stock returns, and trading activities in China()
por: Wu, Qinqin, et al.
Publicado: (2018)

Quantifying Stock Return Distributions in Financial Markets
por: Botta, Federico, et al.
Publicado: (2015)

Is It Possible to Earn Abnormal Return in an Inefficient Market? An Approach Based on Machine Learning in Stock Trading
por: Khoa, Bui Thanh, et al.
Publicado: (2021)

Range-based volatility, expected stock returns, and the low volatility anomaly
por: Blau, Benjamin M., et al.
Publicado: (2017)

Ambient particulate air pollution and daily stock market returns and volatility in 47 cities worldwide
por: Kiihamäki, Simo-Pekka, et al.
Publicado: (2021)

Effect of Exchange Rate volatility and inflation on stock market returns Dynamics - evidence from India
por: Sreenu, Nenavath
Publicado: (2023)

The effect of Malaysia general election on stock market returns
por: Liew, Venus Khim-Sen, et al.
Publicado: (2016)

Market framing bias and cross-sectional stock returns
por: Xie, Jun, et al.
Publicado: (2023)

Reaction of stock market returns to COVID-19 pandemic and lockdown policy: evidence from Nigerian firms stock returns
por: Raifu, Isiaka Akande, et al.
Publicado: (2021)

Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implications
por: Bashir, Muhammad Farhan
Publicado: (2022)

Stock selection with random forest: An exploitation of excess return in the Chinese stock market
por: Tan, Zheng, et al.
Publicado: (2019)

Covid-19 vaccine approvals and stock market returns: The case of Chinese stocks
por: Ho, Ken C., et al.
Publicado: (2022)

Investor attention on COVID-19 and African stock returns
por: Iyke, Bernard Njindan, et al.
Publicado: (2020)

COVID-19 containment measures and stock market returns: An international spatial econometrics investigation
por: Alexakis, Christos, et al.
Publicado: (2021)

The Big Trade: Simple Strategies for Maximum Market Returns
por: Pham, Peter
Publicado: (2013)

Do non-pharmaceutical policies in response to COVID-19 affect stock performance? Evidence from Malaysia stock market return and volatility
por: Rowland, Racquel, et al.
Publicado: (2023)

Dataset on share issuance, abnormal returns and market timing in the Brazilian stock market
por: Gomes, M.C., et al.
Publicado: (2019)

Volatile markets made easy: trading stocks and options for increased profits
por: Cohen, Guy
Publicado: (2009)

Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach
por: Just, Małgorzata, et al.
Publicado: (2020)

On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis
por: Attarzadeh, Amirreza, et al.
Publicado: (2022)

Asia-Pacific stock market return and volatility in the uncertain world: Evidence from the nonlinear autoregressive distributed lag approach
por: Tran, Minh Phuoc-Bao, et al.
Publicado: (2023)

Strategies for winning the dividend game: maximizing returns from the stock market
por: Appel, Gerald
Publicado: (2011)

Pandemic-induced fear and stock market returns: Evidence from China
por: Su, Zhi, et al.
Publicado: (2022)

Precision Measurement of the Return Distribution Property of the Chinese Stock Market Index
por: Liu, Peng, et al.
Publicado: (2022)

Financial market sentiment and stock return during the COVID-19 pandemic
por: Bai, Chenjiang, et al.
Publicado: (2023)

Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India
por: Hiremath, Gourishankar S, et al.
Publicado: (2014)

Realized Volatility and Absolute Return Volatility: A Comparison Indicating Market Risk
por: Zheng, Zeyu, et al.
Publicado: (2014)

The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
por: Bouri, Elie, et al.
Publicado: (2023)

Correction: Asia-Pacific stock market return and volatility in the uncertain world: Evidence from the nonlinear autoregressive distributed lag approach
por: Phuoc-Bao Tran, Minh, et al.
Publicado: (2023)

Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market
por: Chao, Youcong, et al.
Publicado: (2017)

Using E-GARCH to Analyze the Impact of Investor Sentiment on Stock Returns Near Stock Market Crashes
por: Chen, Sze Ting, et al.
Publicado: (2021)

Cannot write session to /tmp/vufind_sessions/sess_tnoiu3hqgcehppudhprsbba2mb