العلاقة بين حجم التداول و عوائد الأسهم السوقية في الأسواق المالية العربية (مصر، السعودية)‎ خلال الفترة 2005-2017

Abstract EN

C29This study aimed at.

Knowing the nature of the Relationship between the trading volume the Market stocks return.

To achieve this objective, then, the correlation and causal relationship between the study variables were analyzed, and the study concluded that the time series of the study variables, the volume of trading and the returns of market shares in the Arab financial markets are stable.

The experimental results revealed that there was no correlation between the study variables.

These results can be traced back to the size of the market and to the limitations imposed by some countries on trading movement and the price changes in their financial markets, as well as the narrowness of their scope, the lack of their institutional structures, their legislative frameworks and the lack of transparency requirements, which made their performance low and the achievement of the expected objectives compared to their counterparts in the advanced financial markets