Granger-couse effect on trading volume and stock return volatility: evidence from Malaysian ACE market

This study analyzes the relationship between trading volume and stock return in Malaysian ACE market for the period of August, 2009 to December, 2015. Several tests were utilized; multivariate time series regression model; Brailsford model; VAR analysis, and; Granger-cause test. The empirical result...

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Bibliographic Details
Main Author:	Maziah, Husin
Format:	Thesis
Language:	English English
Published:	2016
Subjects:	HG Finance
Online Access:	https://etd.uum.edu.my/6090/1/s814273_01.pdf https://etd.uum.edu.my/6090/2/s814273_02.pdf https://etd.uum.edu.my/6090/
Abstract	Abstract here

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