Pages that link to "Item:Q841839"
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The following pages link to Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia (Q841839):
Displaying 15 items.
- Dynamic relationship among intraday realized volatility, volume and number of trades (Q651375) (← links)
- The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 (Q867692) (← links)
- The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets (Q960338) (← links)
- Abnormal stock returns following large one-day advances and declines: Evidence from Asia-Pacific markets (Q1000430) (← links)
- Relations between stock returns and fundamental variables: Evidence from a segmented market (Q1000487) (← links)
- Volume, volatility, and leverage: A dynamic analysis (Q1126500) (← links)
- Volume and the nonlinear dynamics of stock returns (Q1384940) (← links)
- Dynamic causality between stock return and exchange rate: is stock-oriented hypothesis more relevant in Malaysia? (Q1627835) (← links)
- Margin borrowing, stock returns, and market volatility: evidence from margin credit balance (Q1927822) (← links)
- Correlations in returns and volatilities in Pacific-Rim stock markets (Q1970867) (← links)
- Does NVIX matter for market volatility? Evidence from Asia-Pacific markets (Q2148195) (← links)
- The high-volume return premium: does it really exist in the Chinese stock market? (Q2216395) (← links)
- New evidence on the relation between return volatility and trading volume (Q3065535) (← links)
- Threshold linkages between volatility and trading volume: evidence from developed and emerging markets (Q5881696) (← links)
- Stock returns seasonality in emerging Asian markets (Q6054306) (← links)
