The Nexus between Trading Volume and Stock Prices: Panel Evidence from OECD Countries

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dc.contributor.authorZeren, Feyyaz
dc.contributor.authorKonuk, Filiz
dc.date.accessioned2022-05-11T14:33:35Z
dc.date.available2022-05-11T14:33:35Z
dc.date.issued2016
dc.departmentFakülteler, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü
dc.description.abstractIn this study, the nexus between trading volume stock prices has been examined using panel causality test developed by Dumitrescu-Hurlin (2012) in OECD countries. As a result of a study which 12 countries are tested and monthly data of total 100 terms, it has stated that the causality from stock market index to trading volume. While this study shows that the positive or negative changes in the stock prices create trading volume on stock markets, it is clearly seen that trading volume doesn't affect the stock prices. In this situation, it can be said that positive feedback hypothesis is valid for markets in this analysis. According to these findings efficient market hypothesis is valid for these stock markets
dc.identifier.endpage30
dc.identifier.issn1309-2448
dc.identifier.issue1en_US
dc.identifier.startpage21
dc.identifier.trdizinidTWpFek9ESXdNQT09
dc.identifier.urihttps://app.trdizin.gov.tr/makale/TWpFek9ESXdNQT09
dc.identifier.urihttps://hdl.handle.net/20.500.11776/7818
dc.identifier.volume7
dc.indekslendigikaynakTR-Dizin
dc.institutionauthorZeren, Feyyaz
dc.language.isoen
dc.relation.ispartofİşletme ve Ekonomi Araştırmaları Dergisi
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectTarih
dc.titleThe Nexus between Trading Volume and Stock Prices: Panel Evidence from OECD Countries
dc.typeArticle

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