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 TypeDr GradeEmail
حمزة الزبيديH. M. AL-ZubaidibResearcher  
خالد الزعبيKhaled A. AL-ZoubiResearcher  
عبدالله طويرشAbdullah A. TwaireshResearcher  

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