AN EMPIRICAL STUDY OF VOLATILITY AND TRADING VOLUME DYNAMICS USING HIGH-FREQUENCY DATA
Year of publication: |
2010
|
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Authors: | Lu, Wen-Cheng ; Lin, Fang-Jun |
Published in: |
The International Journal of Business and Finance Research. - Vol. 4.2010, 3, p. 93-101
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Subject: | Trading volume | Volatility | Sequential information arrival hypothesis | Mixture of distribution hypothesis |
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | C01 - Econometrics ; G0 - Financial Economics. General ; O16 - Financial Markets; Saving and Capital Investment ; O30 - Technological Change; Research and Development. General |
Source: |
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