Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia

Anirut Pisedtasalasai; Abeyratna Gunasekarage

doi:10.1007/s10690-008-9063-3

Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia

Anirut Pisedtasalasai, Abeyratna Gunasekarage

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	277 - 297
Number of pages	21
Journal	Asia-Pacific Financial Markets
Volume	14
Issue number	4
DOIs	https://doi.org/10.1007/s10690-008-9063-3
Publication status	Published - 2007

Access to Document

10.1007/s10690-008-9063-3

Cite this

@article{8599aa08fbb64f10890e70719a3e3fcb,

title = "Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia",

author = "Anirut Pisedtasalasai and Abeyratna Gunasekarage",

year = "2007",

doi = "10.1007/s10690-008-9063-3",

language = "English",

volume = "14",

pages = "277 -- 297",

journal = "Asia-Pacific Financial Markets",

issn = "1387-2834",

publisher = "Springer-Verlag London Ltd.",

number = "4",

}

TY - JOUR

T1 - Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia

AU - Pisedtasalasai, Anirut

AU - Gunasekarage, Abeyratna

PY - 2007

Y1 - 2007

UR - http://dx.doi.org/10.1007/s10690-008-9063-3

U2 - 10.1007/s10690-008-9063-3

DO - 10.1007/s10690-008-9063-3

M3 - Article

SN - 1387-2834

VL - 14

SP - 277

EP - 297

JO - Asia-Pacific Financial Markets

JF - Asia-Pacific Financial Markets

IS - 4

ER -

Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia

Access to Document

Other files and links

Cite this