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- W2102162861 abstract "This paper investigates the relation between stock return volatility and trading volume in the regional stock exchange of the West African Economic and Monetary Union called the Bourse Regionale des Valeurs Mobilieres (BRVM), and draws implications for market players. Using daily data on stock prices and trading volume over the period 2 January 2002 to 29 July 2005, the study tests for the Granger causality between stock returns volatility and trading volume. The result of this test shows that volume has predictive power for stock returns volatility, regardless of the measure of volatility used. This finding seems to support the sequential information arrival hypothesis of Copeland (1976). The finding also suggests a degree of market inefficiency in the BRVM. This finding is useful for regulators, practitioners, and market participants for their success depend on their ability to forecast stock price movements. Key words: Regional stock market, BRVM, WAEMU, trading volume, stock return volatility, granger causality." @default.
- W2102162861 created "2016-06-24" @default.
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- W2102162861 date "2007-10-31" @default.
- W2102162861 modified "2023-09-28" @default.
- W2102162861 title "An empirical study of the relation between stock return volatility and trading volume in the BRVM" @default.
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- W2102162861 doi "https://doi.org/10.5897/ajbm.9000069" @default.
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