The effect of trading volume changes on JKSE's Market Return

• Main Authors: Muhammad Madyan, M. As'ad Trisandi, Himmatul Kholidah
• Format: Book Section PeerReviewed
• Language: English; English; Indonesian
• Published: CRC Press 2017
• Subjects: HD Industries. Land use. Labor; HD5701-6000.9 Labor market. Labor supply. Labor demand; HG1-9999 Finance; HG4001-4285 Finance management. Business finance.Corporation finance
• Online Access: http://repository.unair.ac.id/91108/1/Moh.%20Madyan-Karya%20Ilmiah-022_The%20effect%20of%20trading%20voulme%20changes%20on%20JKSE%27s%20Market%20Return.pdf; http://repository.unair.ac.id/91108/2/Moh.%20Madyan-Similarity22_The%20Effect%20of%20Trading%20Volume%20Changes%20on%20JKSE%E2%80%99s%20Market%20Return.pdf; http://repository.unair.ac.id/91108/6/Muhammad%20Madyan_Peer%20Review%20022%20%28Revisi%29.pdf; http://repository.unair.ac.id/91108/; https://www.crcpress.com/Increasing-Management-Relevance-and-Competitiveness-Proceedings-of-the/Sukoco-Setianto-Arina-Abdullah-Nandiyanto-Hurriyati/p/book/9780815374558
• Institution: Universitas Airlangga

This research aims to examine the relationship between market returns and trading volume as well as market returns and changes in trading volume on the JKSE from January 1st, 2008 to September 30th, 2013. This research used GARCH (1, 2) to examine the relationship. The researchers found that market...