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Article: Price changes and trading volume relationship in the Hong Kong stock market

TitlePrice changes and trading volume relationship in the Hong Kong stock market
Authors
Lam, KLi, WKWong, PS
Issue Date1990
PublisherSpringer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0217-4561
Citation
Asia Pacific Journal Of Management, 1990, v. 7 n. 2, p. 25-42 How to Cite?
DOI: http://dx.doi.org/10.1007/BF01951477
AbstractStudies on the relationship between price changes and trading volume can provide insight into the structure of the financial market. In this paper, we will study the above topic and concentrate on the stock market of Hong Kong. The correlation between price changes and trading volume as well as that between the magnitude of price changes and trading volume will be examined. We will also check the asymmetry of the price changes and volume relationship. Moreover, we will investigate the relationship between the variance of return and trading volume. Finally, the Granger causality test of price changes and volume will be performed. © 1990 School of Management National University of Singapore.
Persistent Identifierhttp://hdl.handle.net/10722/172369
ISSN
0217-4561
2023 Impact Factor: 4.9
2023 SCImago Journal Rankings: 1.640

 

DC FieldValueLanguage
dc.contributor.authorLam, Ken_US
dc.contributor.authorLi, WKen_US
dc.contributor.authorWong, PSen_US
dc.date.accessioned2012-10-30T06:22:11Z-
dc.date.available2012-10-30T06:22:11Z-
dc.date.issued1990en_US
dc.identifier.citationAsia Pacific Journal Of Management, 1990, v. 7 n. 2, p. 25-42en_US
dc.identifier.issn0217-4561en_US
dc.identifier.urihttp://hdl.handle.net/10722/172369-
dc.description.abstractStudies on the relationship between price changes and trading volume can provide insight into the structure of the financial market. In this paper, we will study the above topic and concentrate on the stock market of Hong Kong. The correlation between price changes and trading volume as well as that between the magnitude of price changes and trading volume will be examined. We will also check the asymmetry of the price changes and volume relationship. Moreover, we will investigate the relationship between the variance of return and trading volume. Finally, the Granger causality test of price changes and volume will be performed. © 1990 School of Management National University of Singapore.en_US
dc.languageengen_US
dc.publisherSpringer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0217-4561en_US
dc.relation.ispartofAsia Pacific Journal of Managementen_US
dc.titlePrice changes and trading volume relationship in the Hong Kong stock marketen_US
dc.typeArticleen_US
dc.identifier.emailLi, WK: hrntlwk@hku.hken_US
dc.identifier.authorityLi, WK=rp00741en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1007/BF01951477en_US
dc.identifier.scopuseid_2-s2.0-0011743570en_US
dc.identifier.volume7en_US
dc.identifier.issue2en_US
dc.identifier.spage25en_US
dc.identifier.epage42en_US
dc.publisher.placeUnited Statesen_US
dc.identifier.scopusauthoridLam, K=36492945700en_US
dc.identifier.scopusauthoridLi, WK=14015971200en_US
dc.identifier.scopusauthoridWong, PS=16438411800en_US
dc.identifier.issnl0217-4561-

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