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Document Details
Document Type
:
Article In Journal
Document Title
:
The Relationship between Trading Volume and Stock Return in Arab Stock Markets
العلاقة بين أحجام التداول وعوائد الأسهم في الأسواق المالية العربية
Subject
:
Economics
Document Language
:
Arabic
Abstract
:
We examine the dynamic relation between trading volume and return for seven Arab Stock Markets by using monthly data of stock indexes that are obtained from Arab Monetary Fund database cover the period from 1994-2003 .The results show a positive correlation between trading volume and return and the absolute value of return. Granger causality test demonstrates for some countries; return cause volume but not volume cause return. And there is bidirectional relation between trading volume and absolute value of return in Amman Stock Market. The results are robust across the seven stock markets.
ISSN
:
1319-0997
Journal Name
:
Economics and Administration Journal
Volume
:
22
Issue Number
:
2
Publishing Year
:
1429 AH
2008 AD
Article Type
:
Article
Added Date
:
Sunday, October 11, 2009
Researchers
Researcher Name (Arabic)
Researcher Name (English)
Researcher Type
Dr Grade
Email
حمزة الزبيدي
H. M. AL-Zubaidib
Researcher
خالد الزعبي
Khaled A. AL-Zoubi
Researcher
عبدالله طويرش
Abdullah A. Twairesh
Researcher
Files
File Name
Type
Description
21863.pdf
pdf
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