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- W1554928557 abstract "Generally there is a common belief that returns and trading activities have a strong positive relationship. This paper analyzes return-volume relationship in Indian context, both in contemporaneous as well as lead- lag. Initial screening of returns and trading activity data shows some idiosyncratic aspect of Indian market although a positive return- activity relationship is acknowledged. This study also documents the dissimilarity in relationship for positive and negative changes in prices. As regards lead-lag relationship, this paper finds strong evidence of volume causing returns than vice-versa." @default.
- W1554928557 created "2016-06-24" @default.
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- W1554928557 date "2005-04-15" @default.
- W1554928557 modified "2023-09-27" @default.
- W1554928557 title "AN EMPIRICAL STUDY OF RETURN-VOLUME RELATIONSHIP FOR INDIAN MARKET" @default.
- W1554928557 hasPublicationYear "2005" @default.
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