• norsk
    • English
  • English 
    • norsk
    • English
  • Login
View Item 
  •   Home
  • Handelshøyskolen BI
  • Student papers
  • Master of Science
  • View Item
  •   Home
  • Handelshøyskolen BI
  • Student papers
  • Master of Science
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

What Is the Empirical Relationship Between Trading Volume and Stock Returns on Oslo Stock Exchange?

Skjesol, Astri; Iversen, Jan Petter
Master thesis
Thumbnail
View/Open
2040490.pdf (3.160Mb)
URI
http://hdl.handle.net/11250/2578810
Date
2018
Metadata
Show full item record
Collections
  • Master of Science [1116]
Abstract
In this thesis we have investigated the relationship between stock return

and trading volume at the Oslo Stock exchange. Our research question was

”What is the empirical relationship between trading volume and stock returns

on Oslo Stock Exchange".

Our sample consist of daily stock return and turnover data from 1980 to

2017 for 505 stocks on Oslo Stock Exchange. Using cross-correlation analysis,

multivariate regressions, GARCH and EGARCH models, and a Granger

causality test we found evidence of both contemporaneous and causal relationships.

Our findings lend support to the sequential information arrival

hypothesis.
Description
Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2018
Publisher
Handelshøyskolen BI

Contact Us | Send Feedback

Privacy policy
DSpace software copyright © 2002-2019  DuraSpace

Service from  Unit
 

 

Browse

ArchiveCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsDocument TypesJournalsThis CollectionBy Issue DateAuthorsTitlesSubjectsDocument TypesJournals

My Account

Login

Statistics

View Usage Statistics

Contact Us | Send Feedback

Privacy policy
DSpace software copyright © 2002-2019  DuraSpace

Service from  Unit