• Selvakumar T
• Dr.A.W Unas

The purpose of this study is to analyse the stock return, Trade volume and volatility of select cement companies in India. Ten cement companies are selected based on high market capitalization. Data was collected from www.nse.india.com the stock return, volume and volatility analysis gives great attention to the investors, stakeholders, policy makers. Some previous studies show that stock return, volume and volatility relationship is not detected and some other study showing the relationship between stock return, volume and volatility. For analyzing stock return, volume and volatility researcher use beta, correlation, ARCH, GARCH, co integration and Granger causality tests are used. Beta value of all companies shows the volatility of select stocks. The correlation result clearly indicates that stock return and volume are positively correlated but stock return, volume and value shows the highest relationship. Similarly causality test also proves the same result.

Stock return, Volume, Volatility, ARCH. GARCH, Granger causality

"Analysis of Stock Return, Trade Volume and Volatility of Select Indian Cement sector Stocks", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.5, Issue 11, page no.281-289, November-2018, Available :http://www.jetir.org/papers/JETIR1811040.pdf

"Analysis of Stock Return, Trade Volume and Volatility of Select Indian Cement sector Stocks", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.5, Issue 11, page no. pp281-289, November-2018, Available at : http://www.jetir.org/papers/JETIR1811040.pdf