Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets
This paper examines the relationship between daily returns and trading volumes using the Granger causality test and, additionally, the day-of-the-week effect in the main Latin American stock markets for the period 1998-2014. It analyzes stock indexes from Argentina, Brazil, Chile, Colombia, Mexico...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Universidad de Antioquia
2015-07-01
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Series: | Lecturas de Economía |
Subjects: | |
Online Access: | https://revistas.udea.edu.co/index.php/lecturasdeeconomia/article/view/23436 |