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• W30222174 abstract "The purpose of this study is to examine if the trading volume can apply to the short-term forecasting of the futures price change by verificating the casuality between trading volume and futures price in the KOSPI 200 futures market. The outcome of the research is summarized as follows. In the analysis of subordinate periods, based on the yearly time segments, trading volume were found to lead futures price. As for trading volume, it was under comparably greater influence of its self of the past than the return rate of futures. In the analysis of subordinate periods, based on the trend of the futures market, trading volume lead return rate of futures feebly in a bull market. But return rate of futures lead trading volume significantly in a bearish market." @default.
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• W30222174 date "2004-01-01" @default.
• W30222174 modified "2023-09-23" @default.
• W30222174 title "An Empirical Study on The Relationship between Stock Index Futures Return and Trading Volume" @default.
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