This article examined the relationship between stock price volatility, trading volume, and the serial correlation of daily stock returns from January 1, 2015 to December 31, 2020. The results show that the effect of trading volume on stock market volatility has a significant impact on the volatility of stock market performance. Trading derivatives has improved the efficiency of the stock market by reducing the volatility of the spot market. Indicate that stock returns have caused an excessive change in fundamentals, expected total returns, and changes in the effective risk aversion of market participants. The relationship between yield, volatility and trading volume of 10 Indian stocks ... The contemporary correlation between yield and trading volume and the asymmetrical relationship between trading volume and yield is examined.

Keywords: Volatility, Volume, Stock Price, Returns, Risk, Index, Trading.