Aboy Sconundrum: 1 book

An Empirical Study of Price-Volume Relation: Contemporaneous Correlation and Dynamics Between Price Volatility and Trading Volume in the Hong Kong Stock Market.

Cover of An Empirical Study of Price-Volume Relation: Contemporaneous Correlation and Dynamics Between Price Volatility and Trading Volume in the Hong Kong Stock Market.

An Empirical Study of Price-Volume Relation: Contemporaneous Correlation and Dynamics Between Price Volatility and Trading Volume in the Hong Kong Stock Market.

by Wing Ho NG, Kam Hung LEUNG
Language: English
Release Date: June 2, 2016

Abstract This paper investigates the contemporaneous correlation and dynamic relation between absolute price change (***|******Δ******P|***) and trading volume (V) in the Hong Kong stock market. With daily data of thirty-eight blue-chips from 2011 to 2015, evidence of positive correlation...

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