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Event studies based on volatility of returns and trading volume: A review

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  • Yadav, Pradeep K.

Abstract

The event study has been one of the most popular empirical research designs used in accounting and finance. This article reviews event studies based on volatility of returns and trading volume. The rationale for such studies is briefly examined and the salient methodological issues involved are outlined. The volume-volatility relationship, and its relevance in this regard, is also highlighted.

Suggested Citation

  • Yadav, Pradeep K., 1992. "Event studies based on volatility of returns and trading volume: A review," The British Accounting Review, Elsevier, vol. 24(2), pages 157-184.
    • Handle: RePEc:eee:bracre:v:24:y:1992:i:2:p:157-184
    DOI: 10.1016/S0890-8389(05)80007-1
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