Price-Volume Granger Causality Tests in the Egyptian Stock Exchange (EGX)
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- Li, Haiqi & Zhong, Wanling & Park, Sung Y., 2016. "Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations," Economic Modelling, Elsevier, vol. 52(PB), pages 661-671.
- Aravind Sampath & Parth Garg, 2019. "Contemporaneous and Causal Relationship between Returns and Volumes: Evidence from Nifty Futures," International Review of Finance, International Review of Finance Ltd., vol. 19(3), pages 653-664, September.
- Epps, Thomas W & Epps, Mary Lee, 1976. "The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis," Econometrica, Econometric Society, vol. 44(2), pages 305-321, March.
- Wang, Zijun & Qian, Yan & Wang, Shiwen, 2018. "Dynamic trading volume and stock return relation: Does it hold out of sample?," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 195-210.
- Mai Ahmed Abdelzaher, 2019. "The Impact of January Events on Stock Performance in the Egyptian Stock Market," Accounting and Finance Research, Sciedu Press, vol. 8(1), pages 174-174, February.
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JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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