The Relationship between Stock Return and Trading Volume in Malaysian ACE Market

Volume: 6 Number: 7 October 1, 2016
  • Afiruddin Tapa
  • Maziah Hussin
EN

The Relationship between Stock Return and Trading Volume in Malaysian ACE Market

Abstract

The relationship between stock return and trading volume in Malaysian ACE market has been analysed in this study. There are two objectives of conducting the analysis; (1) to investigate the relationship between stock return and trading volume in Malaysian ACE market, and; (2) to conclude whether the relationship of trading volume and stock return on Malaysian ACE market is consistent with the weak-form of the efficient market hypothesis (EMH). The empirical result proves a significant positive contemporaneous relationship between stock return and trading volume. Thus, the first objective is satisfied. Second objective is proven that Malaysian ACE market is contradicted with the weak-form of e-EMH.

Keywords

Details

Primary Language

English

Subjects

-

Journal Section

-

Authors

Afiruddin Tapa This is me

Maziah Hussin This is me

Publication Date

October 1, 2016

Submission Date

October 1, 2016

Acceptance Date

-

Published in Issue

Year 2016 Volume: 6 Number: 7

APA
Tapa, A., & Hussin, M. (2016). The Relationship between Stock Return and Trading Volume in Malaysian ACE Market. International Journal of Economics and Financial Issues, 6(7), 271-278. https://izlik.org/JA95NF94TK
AMA
1.Tapa A, Hussin M. The Relationship between Stock Return and Trading Volume in Malaysian ACE Market. IJEFI. 2016;6(7):271-278. https://izlik.org/JA95NF94TK
Chicago
Tapa, Afiruddin, and Maziah Hussin. 2016. “The Relationship Between Stock Return and Trading Volume in Malaysian ACE Market”. International Journal of Economics and Financial Issues 6 (7): 271-78. https://izlik.org/JA95NF94TK.
EndNote
Tapa A, Hussin M (October 1, 2016) The Relationship between Stock Return and Trading Volume in Malaysian ACE Market. International Journal of Economics and Financial Issues 6 7 271–278.
IEEE
[1]A. Tapa and M. Hussin, “The Relationship between Stock Return and Trading Volume in Malaysian ACE Market”, IJEFI, vol. 6, no. 7, pp. 271–278, Oct. 2016, [Online]. Available: https://izlik.org/JA95NF94TK
ISNAD
Tapa, Afiruddin - Hussin, Maziah. “The Relationship Between Stock Return and Trading Volume in Malaysian ACE Market”. International Journal of Economics and Financial Issues 6/7 (October 1, 2016): 271-278. https://izlik.org/JA95NF94TK.
JAMA
1.Tapa A, Hussin M. The Relationship between Stock Return and Trading Volume in Malaysian ACE Market. IJEFI. 2016;6:271–278.
MLA
Tapa, Afiruddin, and Maziah Hussin. “The Relationship Between Stock Return and Trading Volume in Malaysian ACE Market”. International Journal of Economics and Financial Issues, vol. 6, no. 7, Oct. 2016, pp. 271-8, https://izlik.org/JA95NF94TK.
Vancouver
1.Afiruddin Tapa, Maziah Hussin. The Relationship between Stock Return and Trading Volume in Malaysian ACE Market. IJEFI [Internet]. 2016 Oct. 1;6(7):271-8. Available from: https://izlik.org/JA95NF94TK