Empirical Analysis on Price-Volume Relation in the Stock Market of China

<p>In this paper, the Granger causality test is used to explore the price-volume relation of the Shenzhen Stock Exchange and the Shanghai Stock Exchange and the spillover effect during the consolidation and the bull market. The research results show that price occurs after trading volume regar...

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Bibliographic Details
Main Authors: Shih-Yung Wei, Li-Wei Lin, Surong Yan, Lu-jie Zhu
Format: Article
Language:English
Published: EconJournals 2019-09-01
Series:International Journal of Economics and Financial Issues
Online Access:https://www.econjournals.com/index.php/ijefi/article/view/8198