STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD

Anıl Lögün

TR EN

STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD

Abstract

The study examines the relationship between stock return volatility and trading volume. MINT countries are analysed within the scope of the Covid 19 pandemic period from 11.03.2020 to 28.04.2022. EGARCH(1,1) model estimations reveal the asymmetrical effects on the returns by including the contemporaneous and lagged trading volumes. While the model estimation results show that there is an asymmetric effect in return volatility for Turkey and Indonesia stock markets, there does not appear to be an asymmetric effect on volatility for Mexico and Nigeria stock markets. The results support the validity of the Mixture of Distribution Hypothesis for Turkey and Indonesia. The study results provide useful findings for portfolio managers, researchers and investors.

Keywords

Covid 19, EGARCH, MINT Countries, Stock Returns Volatility, Trading Volume

References

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Details

Primary Language

English

Subjects

Finance

Journal Section

Research Article

Authors

Anıl Lögün ^*
0000-0003-2543-3964
Türkiye

Publication Date

January 2, 2023

Submission Date

May 18, 2022

Acceptance Date

October 18, 2022

Published in Issue

Year 2023 Volume: 10 Number: 1

IZ

https://izlik.org/JA48LL28ZY

APA

Lögün, A. (2023). STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD. Optimum Ekonomi Ve Yönetim Bilimleri Dergisi, 10(1), 39-48. https://izlik.org/JA48LL28ZY

AMA

1.Lögün A. STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD. OJEMS. 2023;10(1):39-48. https://izlik.org/JA48LL28ZY

Chicago

Lögün, Anıl. 2023. “STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD”. Optimum Ekonomi Ve Yönetim Bilimleri Dergisi 10 (1): 39-48. https://izlik.org/JA48LL28ZY.

EndNote

Lögün A (January 1, 2023) STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD. Optimum Ekonomi ve Yönetim Bilimleri Dergisi 10 1 39–48.

IEEE

[1]A. Lögün, “STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD”, OJEMS, vol. 10, no. 1, pp. 39–48, Jan. 2023, [Online]. Available: https://izlik.org/JA48LL28ZY

ISNAD

Lögün, Anıl. “STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD”. Optimum Ekonomi ve Yönetim Bilimleri Dergisi 10/1 (January 1, 2023): 39-48. https://izlik.org/JA48LL28ZY.

JAMA

1.Lögün A. STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD. OJEMS. 2023;10:39–48.

MLA

Lögün, Anıl. “STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD”. Optimum Ekonomi Ve Yönetim Bilimleri Dergisi, vol. 10, no. 1, Jan. 2023, pp. 39-48, https://izlik.org/JA48LL28ZY.

Vancouver

1.Anıl Lögün. STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD. OJEMS [Internet]. 2023 Jan. 1;10(1):39-48. Available from: https://izlik.org/JA48LL28ZY

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STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD

MINT PİYASALARINDA HİSSE SENEDİ PİYASA OYNAKLIĞI VE İŞLEM HACMİ: COVİD 19 PANDEMİ DÖNEMİNDEN BULGULAR

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Keywords

STOCK MARKET VOLATILITY AND TRADING VOLUME IN MINT MARKETS: EVIDENCE FROM COVID 19 PANDEMIC PERİOD

Abstract

Keywords

References

Details

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Submission Date

Acceptance Date

Published in Issue

IZ

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