Equity valuation process and price-volume relationship on emerging stock markets

This paper examines the stock price-volume relationship in emerging markets throughout the world. Using a vector auto-regression analysis on monthly index data, contrary to evidence reported by Saatcioglu and Starks (1998), we find strong evidence on stock price changes leading trading volume. This...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	The international business & economics research journal 2006-09, Vol.5 (9), p.7-18
Hauptverfasser:	Assogbavi, Tov, Osagie, Johnston E
Format:	Artikel
Sprache:	eng
Schlagworte:	Commodity market Emerging markets Empirical tests Equity Futures Stock exchange Stock prices Vector-autoregressive models
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!