Futures Price and Trading Volume: Evidence From Malaysia
This paper examines the long- and short-run dynamic causality between the futures price and trading volume in the Malaysian equity market. The data of futures price, trading volume and spot price are in daily frequency, spanning from 2006 to 2009. By using ARDL cointegration and VECM causality tests...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
UUM Press
2011-12-01
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| Col·lecció: | Malaysian Management Journal |
| Accés en línia: | https://e-journal.uum.edu.my/index.php/mmj/article/view/8973 |
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