Stock Return Volatility and Trading Volume: A Case of Developing Country of Pakistan

dc.contributor.author	Shehryar Mannan Rana, 01-221111-032
dc.date.accessioned	2017-09-15T11:46:35Z
dc.date.available	2017-09-15T11:46:35Z
dc.date.issued	2012
dc.identifier.uri	http://hdl.handle.net/123456789/4717
dc.description	Supervised by Mr. Muhammad Akbar Khan	en_US
dc.description.abstract	The relationship between trade volume, market return and market return volatility is complex and this research paper attempts to eliminate any ambiguity in the relationship. The sample data of daily stock returns and trade volume was taken from Karachi Stock Exchange 100 (KSE100) best companies from January 04, 1999 to May 31, 2011. KSE100 includes stock of companies from all industrial sectors of Pakistan, which removes conservative approach in evaluating data. Generalized autoregressive conditionally hetroscedastic (GARCH) is used to help investors understand the relationship. The research uses four different models in GARCH for comprehensive results. The relationship is determined using lagged & current trade volume and lagged & current market returns. The paper also includes how arrival of new information influences investing patterns of investors.	en_US
dc.language.iso	en	en_US
dc.publisher	Bahria University Islamabad Campus	en_US
dc.relation.ispartofseries	MBA;MFN 3445
dc.subject	Management Science.	en_US
dc.title	Stock Return Volatility and Trading Volume: A Case of Developing Country of Pakistan	en_US
dc.type	Thesis	en_US