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Keyword    return volatility

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Modelling the Effects of Trading Volume on Stock Return Volatility Using Conditional Heteroskedastic Models
by Edwin Moyo, Antony Gichuhi Waititu and Antony Ngunyi
Journal of Finance and Economics. 2018, 6(5), 193-200. DOI: 10.12691/jfe-6-5-5
Pub. Date: September 09, 2018Views: 13663Downloads: 13003
stock return volatility volume asymmetric GARCH models leverage effect
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Analysis of Asymmetric and Persistence in Stock Return Volatility in the Nairobi Securities Exchange Market Phases
by Ogega Haggai Owidi and Freshia Mugo-Waweru
Journal of Finance and Economics. 2016, 4(3), 63-73. DOI: 10.12691/jfe-4-3-1
Pub. Date: May 21, 2016Views: 21522Downloads: 19253Citations: 2
asymmetry bear behavior bull FIEGARCH persistence volatility
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The Relationship between Trading Volume, Volatility and Stock Market Returns: During a Pre- and Post Revolution on Tunisian Stock Exchange
by Othman Mnari
International Journal of Global Energy Markets and Finance. 2019, 2(1), 1-5. DOI: 10.12691/ijgefm-2-1-1
Pub. Date: April 26, 2019Views: 10100Downloads: 10248
trading volume return volatility Tunisian stock market GARCH model
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