New evidence on the relation between return volatility and trading volume

DOI10.1002/for.1151zbMath1204.91087OpenAlexW3122824131MaRDI QIDQ3065535

Zhuo Qiao, Thomas C. Chiang, Wing-Keung Wong

Publication date: 6 January 2011

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1151

zbMATH Keywords

return volatilityhigh frequency datatrading volumenon-linear Granger causality

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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