Open AccessThe Relationship Between Trading Volume and Market Returns: A VAR/Granger Causality Testing Approach in the Context of Saudi Arabia
Author(s) -
Hanan Alhussayen
Publication year - 2022
Publication title -
organizations and markets in emerging economies
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.195
H-Index - 4
eISSN - 2345-0037
pISSN - 2029-4581
DOI - 10.15388/omee.2022.13.79
Subject(s) - granger causality , econometrics , economics , vector autoregression , stock (firearms) , financial economics , volume (thermodynamics) , impulse response , context (archaeology) , stock market , test (biology) , mathematics , engineering , geography , mathematical analysis , physics , archaeology , quantum mechanics , paleontology , biology , mechanical engineering
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