- 期刊
- OpenAccess
Investment Strategies under Great Trading Volume in Chinese Stock Market
並列摘要
Based on time series stationary and Granger causality test Model, it is an empirical analysis on the dynamic relationship between stock trading volume and stock price that shows that price-volume relationship is stable in China's stock market. And there is a bi-directional relationship between volume and price, that is, volume has a significant guiding on price and vice versa. We study the great volume and stock price volatility, as well as trading strategies. The study shows that a great trading volume can bring investment opportunities which exist mainly when stock price callback and again back on the process of exploration after the great volume generated.
延伸閱讀
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