Year 2016,
Volume: 6 Issue: 7, 271 - 278, 01.10.2016
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.
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Details
| Other ID | JA83FB88YF |
|---|---|
| Authors | |
| Publication Date | October 1, 2016 |
| Published in Issue | Year 2016 Volume: 6 Issue: 7 |