This book focuses on the relationships between market returns, volatility and agregate trading volume. More specifically, the study concenrates upon how and to what extent market returns and volatility affect market trading volume. It also expands the study on the impact or market trading volume on market volatility.
To achieve these points, the investigation aims to answer four questions. Firstly, how do market returns and trading volume related one to the other? Secondly, how does mrket trading volume together with returns valatility simultaneously influence market returns movement? Thirdly, does market trading volume also affect market returns volatility? And fourthly, do stock in trading volume result in suprised return movements?
(text from the author)