Atıf Sayısı
5
Görüntüleme
62
İndirme
23
The aim of this study is to present a dynamic relationship between transaction volume and return. For that purpose, In the period of 26.10.1987 and 12.02.2013, the daily return and transaction volume data of ISE 100 index are analyzed. In this study, it is ensued that there is a long-term relationship between transaction volume and return and also obtained a one-way causality between transaction volume and return. In order to explain the relationship between series in more detailed way, impulse response analysis and variance decomposition techniques are also used in this study. Hence it is found that the changes of index prices are effective on transaction volume.
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Uluslararası
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