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@article{190890,
        author = {Aneeta Ginu and Keerthana A and Arsha KT and Jovan Agith},
        title = {TRADING VOLUME AS AN INFORMATIONAL, BEHAVIOURAL, AND RISK SIGNAL IN EQUITY MARKETS: AN INTEGRATED IAPM PERSPECTIVE},
        journal = {International Journal of Innovative Research in Technology},
        year = {2026},
        volume = {12},
        number = {8},
        pages = {4493-4496},
        issn = {2349-6002},
        url = {https://ijirt.org/article?manuscript=190890},
        abstract = {A recent financial literature increasingly recognises trading volume not merely as a confirmation tool in technical analysis, but as an important carrier of market information and investor behaviour. This article synthesizes contemporary theoretical and empirical research to examine how trading volume reflects information flow, investor sentiment, liquidity needs, and uncertainty in equity markets. Unlike traditional views that focus solely on price–volume confirmation, this study highlights the nonlinear and context-dependent role of trading volume in explaining return dynamics, volatility, and market efficiency. Using insights drawn from recent academic studies and illustrative secondary data, the article demonstrates that trading volume influences equity prices differently across market conditions, return distributions, and investor regimes. The findings suggest that trading volume plays a critical role in investment analysis and portfolio management by improving the interpretation of price movements, forecasting volatility, and identifying temporary mispricing.},
        keywords = {Trading Volume, Information Flow, Investor Behaviour, Equity Markets, IAPM.},
        month = {January},
        }