Revisiting the dynamic stock return–volume relationship in South Africa: a non-parametric causality in quantiles approach

IF 1.1 Q3 ECONOMICS

Macroeconomics and Finance in Emerging Market Economies Pub Date : 2021-07-20 DOI:10.1080/17520843.2021.1953865

Kingstone Nyakurukwa

引用次数: 3

Abstract

The study investigates the dynamic relationship between trading volume and stock returns on the JSE. The results show prima facie evidence of causality from returns to trading volume in the middle ...

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重新审视南非动态股票收益-成交量关系:分位数方法的非参数因果关系

本研究考察了日本证券交易所的交易量与股票收益之间的动态关系。研究结果表明，收益率与交易量之间存在因果关系。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Macroeconomics and Finance in Emerging Market Economies ECONOMICS-

CiteScore

2.40

自引率

7.70%

发文量