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: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universidad de Antioquia
2015-07-01
|
| Series: | Lecturas de Economía |
| Subjects: | |
| Online Access: | https://revistas.udea.edu.co/index.php/lecturasdeeconomia/article/view/23436 |