عنوان المقالة: العلاقة بين تذبذب عائد الأسهم و حجم التداول في بورصة عمان The Relationship between Stock Return Volatility and Trading Volume in Amman Stock Exchange
د.ساري الملاحيم شادي يوسف العبدالله ندى ابراهيم ابو الجرايش
المؤلفون بالإنجليزي
Nada Ibrahim Abu Aljarayesh, Dr. Sari Sulaiman Malahim, Shadi Yousef Al-Abdallah
الملخص العربي
ABSTRACT: The three main objectives of the study have accomplishedby the analysis; is to examine the
relationship between stock return and trading volume in Jordan ASE market. Plus to conclude whether the
relationship of trading volume and stock return on Jordan ASE market is reliable with the weak-form of the
efficient market hypothesis (EMH). Least, the relationship between stocks return volatility and trading volume
in Jordan ASE market has been investigated. The experimental results verify asignificantpositiverelationship
between stock return and trading volume. Thus, the first objective is satisfied. Second objective is proven that
ASE market is contradicted with the weak-form of EMH.The results of the GARCH (1,1) model illustration that
the ASE displays strong volatility persistence and that the past volatility be able toexplicate the current
تاريخ النشر
01/04/2018
الناشر
International Journal of Business and Management Invention (IJBMI)
د.ساري الملاحيم | Dr.Sari Malahim | 5930