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100			_a Yadav, Mahender _921597
245			_athe volume-returns relationship in the Indian stock market _cMahender Yadav, Shalini Aggarwal and Simmi Khurana
260			_aHydrabad _bI UP Publication _cDecember 2015
300			_a35-48 p. _bPaper
500			_aThe present paper examines the causal relationship between trading volume and stock market returns using daily data of the S&P CNX NIFTY and Sensitivity index (SENSEX) for the period from April 1, 2002 to March 31, 2012. Using descriptive statistics, correlation analysis, unit root tests and Granger causality test, the study shows that in SENSEX, the causality runs both ways, while in the case of S&P CNX NIFTY, causality runs one way. On the basis of the above findings, the participants in the stock markets, i.e., brokers, investors, regulators, policy makers, portfolio managers and academicians, can frame strategies to deal with market volatility.
650			_aIndian Stock Market _921598
700			_aAggarwal, Shalini _921599
700			_a Khurana, Simmi _921600
773	0		_030419 _956014 _aMURTHY, E N _dIUP PUBLICATION HYDEARABAD _o5555292 _tFINANCIAL RISK MANAGEMENT
942			_2ddc _cJA-ARTICLE
999			_c43003 _d43003