Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange

Mohammad Reza Rostami; Peyman Alipour; Adel Behzadi

Volume 2, Issue 4 , October 2018, , Pages 27-40

https://doi.org/10.22034/ijf.2019.101108

Abstract
  Identifying the causal relations between trading volume and stock returns and between trading volume and return volatility plays a vital role in identifying profitable investment opportunities. In this study, the Granger causality test was conducted to analyze the causal relationships between the mentioned ...  Read More