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The Effect of Stock Trading Volume on Return

 

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  • Product Description
 

This study examined the relationship between trading volume and stock return to shed more light on the structure of the Egyptian stock exchange and the information arrival pattern, aiming to reach recommendations which may be beneficial to the stock exchange, investors and other stakeholders. The study found that there is a contemporaneous relationship between trading volume and return, besides the historical data of trading volume especially for the last five days helps improve the prediction of future return. Even though one should not only rely on trading volume to predict return as it explains a very small part of change in stock return. Also, the Egyptian stock exchange is informationally inefficient as the information arrives to the market sequentially not simultaneously and that there is much noise and speculative trading. The study recommends that the number of transactions is a better measure of trading volume in the Egyptian stock market. These results are important to the Egyptian Exchange management, investors, and technical analysts.

Product Specifications
SKU :COC64794
AuthorMona Atuea and Osama El Ansary
LanguageEnglish
BindingPaperback
Number of Pages52
Publishing Year2013-02-23T00:00:00.000
ISBN9783659354571
Edition1 st
Book TypeBusiness & management
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-08 00:00:00
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