English, Article edition: Asymmetry in the price-volume relation: evidence based on individual company stocks traded in an emerging stock market Khalid Al-Saad; Imad Moosa

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Bookmark: http://trove.nla.gov.au/version/50753
Physical Description
  • article
Language
  • English

Edition details

Title
  • Asymmetry in the price-volume relation: evidence based on individual company stocks traded in an emerging stock market
Author
  • Khalid Al-Saad
  • Imad Moosa
Physical Description
  • article
Notes
  • We test for asymmetry in the price-volume relation, using a sample of 36 individual stocks listed on the Kuwait stock exchange. For this purpose, we employ an asymmetric autoregressive distributed lag (ARDL) model that relates trading volume to positive and negative price changes. The results indicate the existence of a robust asymmetric price-volume relation whereby trading volume tends to be higher in a rising market than in a falling market.
  • RePEc:taf:apfelt:v:4:y:2008:i:2:p:151-155
Language
  • English
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