The dynamic relationship between trading volumes, share market returns and return fluctuations in companies listed on the Tehran Stock Exchange at different periods | ||
| International Journal of Nonlinear Analysis and Applications | ||
| مقاله 21، دوره 14، شماره 8، آبان 2023، صفحه 225-235 اصل مقاله (356.73 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22075/ijnaa.2022.29114.4066 | ||
| نویسنده | ||
| Ali Sarafraz Ardekani* | ||
| Department of Accounting, Payame Noor University, P.O.Box 19395-3697, Tehran, Iran | ||
| چکیده | ||
| This study aimed to assess the relationship between exchange volume and share market Volatility. The present research measured exchange volume and shared market volatility variables and analyzed the data. The Statistical population is all companies accepted to the Tehran Stock Exchange. Sampling has been performed by the Systematic Elimination method. The data needed to test the research hypotheses were collected from the Stock Exchange reports (annual financial statements and Explanatory Notes) and daily share market statistics through the Stock Exchange websites for five years (2017-2021) and stored in a database to calculate the research variables. Data software of the Tehran Stock Exchange, including Rahvard and Tadbir Pardaz software, have been used to monitor and control information. Descriptive Statistics, Inferential Statistics, and the Granger causality approach were used for statistical analysis. The research variables were calculated after collecting information and data by entering information in Excel. Then, the results of measuring the variables were entered into the EVIEWS software for statistical calculations. The results show a significant relationship between trading volume and share market volatility. | ||
| کلیدواژهها | ||
| Trading volume؛ share market volatility؛ Return؛ Return Volatility | ||
| مراجع | ||
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