Pages that link to "Item:Q5881696"
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The following pages link to Threshold linkages between volatility and trading volume: evidence from developed and emerging markets (Q5881696):
Displaying 6 items.
- Dynamic relationship among intraday realized volatility, volume and number of trades (Q651375) (← links)
- Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia (Q841839) (← links)
- Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model (Q960349) (← links)
- Stock market volatility and public information flow: a non-linear perspective (Q2036993) (← links)
- Does NVIX matter for market volatility? Evidence from Asia-Pacific markets (Q2148195) (← links)
- New evidence on the relation between return volatility and trading volume (Q3065535) (← links)