Keywords: Volume
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Journal Articles
Managerial Finance (2026) 52 (3): 423–440.
Published: 12 June 2025
...Vivek Bhargava; Mukesh Chaudhry; Daniel Konku Purpose This study investigates the relationship between return volatility and the trading volume for DJIA and the S&P 500 indices using intraday, overnight and daily volatility measures. Design/methodology/approach This paper uses several...
Journal Articles
Managerial Finance (2022) 48 (4): 557–576.
Published: 25 January 2022
... the event day. Abnormal Returns (AR) before the deals are higher for “Buy” deals than “Sell” deals. The authors also examine the role of volume and delivery in explaining the AR and cumulative abnormal returns (CAR). Lagged CAR, change in volume and change in delivery explain the AR. The results are robust...

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