{"title":"重新审视南非动态股票收益-成交量关系:分位数方法的非参数因果关系","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":"{\"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}","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}
Revisiting the dynamic stock return–volume relationship in South Africa: a non-parametric causality in quantiles approach
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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