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

Ali Ahmed, Huson Joher, Hassan, Taufiq and Nasir, Annuar M. D. 2005, 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, Investment management and financial innovations, vol. 2, no. 3, pp. 146-158.

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Title 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
Author(s) Ali Ahmed, Huson Joher
Hassan, Taufiq
Nasir, Annuar M. D.
Journal name Investment management and financial innovations
Volume number 2
Issue number 3
Start page 146
End page 158
Publisher Dilovi Perspektyvy
Place of publication Sumy, Ukraine
Publication date 2005
ISSN 1810-4967
1812-9358
Keyword(s) volatiltiy clustering
mixture of distribution hypothesis
trading activity
Language eng
Field of Research 140207 Financial Economics
Socio Economic Objective 910206 Market-Based Mechanisms
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2005, Dilovi Perspektyvy
Persistent URL http://hdl.handle.net/10536/DRO/DU:30023737

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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