{"title":"Revisiting the dynamic stock return–volume relationship in South Africa: a non-parametric causality in quantiles approach","authors":"Kingstone Nyakurukwa","doi":"10.1080/17520843.2021.1953865","DOIUrl":null,"url":null,"abstract":"The study investigates the dynamic relationship between trading volume and stock returns on the JSE. The results show prima facie evidence of causality from returns to trading volume in the middle ...","PeriodicalId":42943,"journal":{"name":"Macroeconomics and Finance in Emerging Market Economies","volume":" ","pages":""},"PeriodicalIF":1.1000,"publicationDate":"2021-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/17520843.2021.1953865","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Macroeconomics and Finance in Emerging Market Economies","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17520843.2021.1953865","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 3
Abstract
The study investigates the dynamic relationship between trading volume and stock returns on the JSE. The results show prima facie evidence of causality from returns to trading volume in the middle ...
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