Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/11464
Title: Trading activity and stock price volatility: intraday and day of the week effects.
Authors: Ariva.
Livia.
Rosita Supranata.
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2001
Abstract: The purpose of this research is to establish the relationship between stock price volatility with volume, frequency, average trade size, dollar volume, and market return. This paper utilized SPSS software to determine if the independent variables have an impact on the volatility of stock price.
URI: http://hdl.handle.net/10356/11464
Schools: Nanyang Business School 
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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