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Volatility and the Regulation of Stock Markets: Evidence from South Asia

Volatility and the Regulation of Stock Markets: Evidence from South Asia

Filiz Eryilmaz
Copyright: © 2016 |Pages: 12
ISBN13: 9781522500049|ISBN10: 1522500049|EISBN13: 9781522500056
DOI: 10.4018/978-1-5225-0004-9.ch008
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MLA

Eryilmaz, Filiz. "Volatility and the Regulation of Stock Markets: Evidence from South Asia." Financial Market Regulations and Legal Challenges in South Asia, edited by Amit K. Kashyap and Anjani Singh Tomar, IGI Global, 2016, pp. 134-145. https://doi.org/10.4018/978-1-5225-0004-9.ch008

APA

Eryilmaz, F. (2016). Volatility and the Regulation of Stock Markets: Evidence from South Asia. In A. Kashyap & A. Tomar (Eds.), Financial Market Regulations and Legal Challenges in South Asia (pp. 134-145). IGI Global. https://doi.org/10.4018/978-1-5225-0004-9.ch008

Chicago

Eryilmaz, Filiz. "Volatility and the Regulation of Stock Markets: Evidence from South Asia." In Financial Market Regulations and Legal Challenges in South Asia, edited by Amit K. Kashyap and Anjani Singh Tomar, 134-145. Hershey, PA: IGI Global, 2016. https://doi.org/10.4018/978-1-5225-0004-9.ch008

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Abstract

In recent years, one of the most important topics related to stock market volatility which is attracting attention, is stock returns, or in other words, the relationship between stock price volatility and trading volume. The aim of this study was to obtain information about the financial market structure of Bangladesh, India, Pakistan by applying Granger Causality Analysis to the relationship of trading volume and stock returns volatility in the period 1980–2012. The study then examines some of the stock market regulations that have been proposed in South Asia to attenuate stock market volatility, which have usually included proposals to limit volatility by imposing temporary trading halts, limiting the legal leverage available to investors in financial assets, altering exchange trading practices to accommodate volume, and by raising the transactions costs of financial trading.

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