search query: @indexterm TRADING VOLUMES / total: 43
reference: 20 / 43
| Author: | Lee, B-S. Rui, O.M. |
| Title: | The dynamic relationship between stock returns and trading volume: domestic and cross-country evidence |
| Journal: | Journal of Banking and Finance
2002 : JAN, VOL. 26:1, p. 51-78 |
| Index terms: | COUNTRY COMPARISONS STOCK MARKETS STOCK RETURNS TRADING VOLUMES |
| Language: | eng |
| Abstract: | This paper examines the dynamic relations - causal relations and the sign and magnitude of dynamic effects - between stock market trading volume and returns (and volatility) for both domestic and cross-country markets by using the daily data of the three largest stock markets: New York, Tokyo, and London. |
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