An Empirical Analysis of Stock Price-Volume Relationship in Indian Stock Market
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DOI: 10.1177/097226290801200301
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Cited by:
- Ashok Chanabasangouda Patil & Shailesh Rastogi, 2019. "Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature," JRFM, MDPI, vol. 12(2), pages 1-18, June.
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More about this item
Keywords
Contemporaneous Relationship; Causal Relationship; GARCH (1; 1) Model; Linear Granger Causality; VAR Modeling; JEL Classification: C32; G14;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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