Market Dynamics in Motion: Exploring the Interplay of Price Volatility, theActivity of Stock Exchange, and its Performance

The objective of this study is to analyze the relationship between the activity of emerging stockmarkets, characterized by high price volatility, and their performance. the case study focuses onthe amman stock exchange. due to the study's nature and its sensitivity in terms of reflection anddynamic correlation, data were collected over three time periods during the year 2022. multiplestatistical models were estimated using statistical and technical tools to analyze the data anduncover the reasons behind the impact of price volatility on the exchange's performance. the smartpls4 software was employed for this purpose.the study findings indicate that price volatility are not temporally correlated and have asimultaneous effect on returns. moreover, these volatility do not influence the behavior of investorsin the amman stock exchange, as they do not consider them as a factor in their investmentdecisions. the study also concludes that the impact of the amman stock exchange's activity on itsreturns varies depending on the investors' behavior