Tables index

From

The Relationship between Trading Volume, Volatility and Stock Market Returns: During a Pre- and Post Revolution on Tunisian Stock Exchange

Othman Mnari

International Journal of Global Energy Markets and Finance. 2019, 2(1), 1-5
  • Table 1. Descriptive statistics of return and volume for pre, during and post revolution
  • Table 2. Unit root tests for returns and trading volume
  • Table 3. Volatility persistence on the pre-revolution period: Maximum likelihood estimation of GARCH (1,1) model assuming the hypothesis of Generalized Error Distribution
  • Table 4. Volatility persistence during the revolution period: Maximum likelihood estimation of GARCH (1,1) model assuming the hypothesis of Generalized Error Distribution
  • Table 5. Volatility persistence on the post-revolution period: Maximum likelihood estimation of GARCH (1,1) model assuming the hypothesis of Generalized Error Distribution