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- W2370641220 abstract "The linear Granger causality tests show that after the quick development and the perfection of trading system the momentary heterogeneity characteristic of the causality between volume and price in the stock market of our country is very obvious;the relationship between volume and price in the stock market of our country developed from unobvious causalty to double-direction causalty.At the same time non-linear causality tests reach similar conclusion.The difference lies in that in the second stage after the rise and fall limit was cancelled non-linear Granger causalty exists though linear causalty between trading volume and return doesn't exist.All the test results show that after the change in trading system fundamental changes have taken place in the market structure of the stock market of our country." @default.
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- W2370641220 date "2007-01-01" @default.
- W2370641220 modified "2023-09-25" @default.
- W2370641220 title "A Research of the Causality between Return Rate and Trading Volume in Shanghai Stock Market" @default.
- W2370641220 hasPublicationYear "2007" @default.
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