The relationship between trading volume, volatility and stock market returns : a test of mixed distribution hypothesis for a pre- and post crisis on Kuala Lumpur Stock Exchange


Autoria(s): Ali Ahmed, Huson Joher; Hassan, Taufiq; Nasir, Annuar M. D.
Data(s)

01/01/2005

Identificador

http://hdl.handle.net/10536/DRO/DU:30023737

Idioma(s)

eng

Publicador

Dilovi Perspektyvy

Relação

http://dro.deakin.edu.au/eserv/DU:30023737/aliahmed-relationshipbetween-2005.pdf

http://businessperspectives.org/journals_free/imfi/2005/imfi_en_2005_03_Ahmed.pdf

Direitos

2005, Dilovi Perspektyvy

Palavras-Chave #volatiltiy clustering #mixture of distribution hypothesis #trading activity
Tipo

Journal Article