The effect of trading volume changes on JKSE's Market Return

Muhammad Madyan and M. As'ad Trisandi and Himmatul Kholidah (2017) The effect of trading volume changes on JKSE's Market Return. In: The 2nd Global Conference on Business Management and Entrepreneurship GC-BME 2017. CRC Press, Surabaya, p. 46. ISBN 978-1-351-24189-2

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Abstract

This research aims to examine the relationship between market returns and trading volume as well as market returns and changes in trading volume on the JKSE from January 1st, 2008 to September 30th, 2013. This research used GARCH (1, 2) to examine the relationship. The researchers found that market returns and trading volume were significantly positive, as well as market returns and the change of trading volume. The results showed that past information, such as trading volume, could provide new information to the market in the future.

Item Type: Book Section
Uncontrolled Keywords: Trading volume, JKSE, Market,
Subjects: H Social Sciences > HD Industries. Land use. Labor
H Social Sciences > HD Industries. Land use. Labor > HD5701-6000.9 Labor market. Labor supply. Labor demand
H Social Sciences > HG Finance > HG1-9999 Finance
H Social Sciences > HG Finance > HG4001-4285 Finance management. Business finance.Corporation finance
Divisions: 04. Fakultas Ekonomi dan Bisnis > Manajemen
Creators:
CreatorsNIM/NIDN
Muhammad MadyanNIDN0004017104
M. As'ad TrisandiUNSPECIFIED
Himmatul KholidahUNSPECIFIED
Depositing User: Tn Sugeng Riyanto
Date Deposited: 19 Nov 2019 02:45
Last Modified: 13 Dec 2019 08:14
URI: http://repository.unair.ac.id/id/eprint/91108
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