The Relationship Between Trading Volume، Stock Returns and Volatility in the Saudi Stock Market

Abstract

The aim of this study is to investigate the relationship between trading volume ، on one hand ، and stock returns and volatility on the other ، in the financial stock market. In this respect، we employ the study on all companies listed on the Saudi Stock Market in January 1، 2005. Accordingly، this is the start of the sample. Primarily، the study is based on two assumptions. We consider 69 companies