AN EMPIRICAL INVESTIGATION OF TRADING VOLUME AND RETURN OF THE TEHERAN STOCK EXCHANGE

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NAJARZADEH R.; ZIVDAR M.

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Paper Information

Journal: JOURNAL OF SUSTAINABLE GROWTH AND DEVELOPMENT (THE ECONOMIC RESEARCH) Year:2006 | Volume:6 | Issue:2 Page(s): 59-79

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Title

AN EMPIRICAL INVESTIGATION OF TRADING VOLUME AND RETURN OF THE TEHERAN STOCK EXCHANGE

Author(s)

NAJARZADEH R. | ZIVDAR M. | Issue Writer Certificate

Keywords

SIMULTANEOUS RELATIONQ3

CAUSAL RELATIONQ3

VAR TESTQ3

VOLUME OF STOCKSQ2

STOCK RETURNSQ2

Abstract

The study of the relation between the VOLUME OF STOCKS trading, stock price fluctuations and the return on stocks has been of great significance to economists as well as financial analysts since 1959. Actually the strength of this relation has resulted in unique sayings and phrases on the Wall Street. Tehran Stock Exchange Market and the Capital Market in Iran are fairly new markets. Traders in these markets are very sensitive to the smallest variation of both stock prices as well as the VOLUME OF STOCKS traded. They have a belief that such variations are the result of the information and the news that they have not been aware of. In this article an attempt has been made to study the simultaneous and the possible CAUSAL RELATION between the volumes of stocks trading, stock price fluctuations and the return on stocks. The results show that there exists a SIMULTANEOUS RELATION between the VOLUME OF STOCKS trading and STOCK RETURNS. It was further shown that there is a bilateral relation between these two variables as well.

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APA: Copy

NAJARZADEH, R., & ZIVDAR, M.. (2006). AN EMPIRICAL INVESTIGATION OF TRADING VOLUME AND RETURN OF THE TEHERAN STOCK EXCHANGE. JOURNAL OF SUSTAINABLE GROWTH AND DEVELOPMENT (THE ECONOMIC RESEARCH), 6(2), 59-79. SID. https://sid.ir/paper/86498/en

Vancouver: Copy

NAJARZADEH R., ZIVDAR M.. AN EMPIRICAL INVESTIGATION OF TRADING VOLUME AND RETURN OF THE TEHERAN STOCK EXCHANGE. JOURNAL OF SUSTAINABLE GROWTH AND DEVELOPMENT (THE ECONOMIC RESEARCH)[Internet]. 2006;6(2):59-79. Available from: https://sid.ir/paper/86498/en

IEEE: Copy

R. NAJARZADEH, and M. ZIVDAR, “AN EMPIRICAL INVESTIGATION OF TRADING VOLUME AND RETURN OF THE TEHERAN STOCK EXCHANGE,” JOURNAL OF SUSTAINABLE GROWTH AND DEVELOPMENT (THE ECONOMIC RESEARCH), vol. 6, no. 2, pp. 59–79, 2006, [Online]. Available: https://sid.ir/paper/86498/en

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