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  Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange

  Writer : Rostami، Mohammad Reza ؛ Behzadi، Adel ؛ Corresponding Author : Alipour، Peyman ؛

  Journal:Iranian Journal of Finance»October 2018, Volume 2 - Number 4 (‎14 page(s) - From 27 to 40 )

  Keywords:Granger causalityGARCHStock ReturnsVector Auto Regression Modelreturn volatilityCausal RelationshipsVolume of trade

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