The Relationship between Stock Return Volatility and Trading Volumein Amman Stock Exchange, Jordan
Journal Title: International Journal of Business and Management Invention - Year 2018, Vol 7, Issue 4
Abstract
The three main objectives of the study have accomplishedby the analysis; is to examine the relationship between stock return and trading volume in Jordan ASE market. Plus to conclude whether the relationship of trading volume and stock return on Jordan ASE market is reliable with the weak-form of the efficient market hypothesis (EMH). Least, the relationship between stocks return volatility and trading volume in Jordan ASE market has been investigated. The experimental results verify asignificantpositiverelationship between stock return and trading volume. Thus, the first objective is satisfied. Second objective is proven that ASE market is contradicted with the weak-form of EMH.The results of the GARCH (1,1) model illustration that the ASE displays strong volatility persistence and that the past volatility be able toexplicate the current volatility.
Authors and Affiliations
Nada Ibrahim Abu Aljarayesh, Dr. Sari Sulaiman Malahim, Shadi Yousef Al- Abdallah
Keywords
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