Abstract
This study aimed to investigate the determinants of trading volume. For this purpose a sample of fifty firms listed at KSE had been considered. 50 firms based on capitalization were selected from non-financial sector covering a time period from 2005 to 2014. Descriptive statistics, Variance inflation factor, and panel data estimation model have been employed for the purpose of analysis. The findings revealed that determinants have significant effect on trading volume. It has been observed that abnormal return, volatility (systematic & residual risk), size, institutional holding, dividend yield, positive returns, and negative returns have positive effect on trading volume, while institutional holding has no effect on trading volume.
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