This paper investigates the relatinship between stck prices and trading vlume in the stck market. Granger causality test is used t examine the relatinship betvveen daily İSE stck prices data and the trading vlume (3251 bservatins). Granger test has indicated statistical-ly significant unidirectinal causality frm stck prices t vlume.
Other ID | JA99FN54HK |
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Journal Section | Articles |
Authors | |
Publication Date | December 1, 2002 |
Published in Issue | Year 2002 Volume: 4 Issue: 3 |