Pages that link to "Item:Q3065535"
From MaRDI portal
The following pages link to New evidence on the relation between return volatility and trading volume (Q3065535):
Displaying 12 items.
- Multivariate causality tests with simulation and application (Q553011) (← links)
- Multivariate linear and nonlinear causality tests (Q609070) (← links)
- Dynamic relationship among intraday realized volatility, volume and number of trades (Q651375) (← links)
- Bad news and Dow Jones make the Spanish stocks go round (Q704092) (← links)
- Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia (Q841839) (← links)
- The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets (Q960338) (← links)
- Do both demand-following and supply-leading theories hold true in developing countries? (Q2155077) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- Early News is Good News: The Effects of Market Opening on Market Volatility (Q3368215) (← links)
- (Q3570313) (← links)
- Linear regression model with new symmetric distributed errors (Q5128584) (← links)
- Threshold linkages between volatility and trading volume: evidence from developed and emerging markets (Q5881696) (← links)