Does trading volume really explain stock returns volatility?
Year of publication: |
2008
|
---|---|
Authors: | Ané, Thierry ; Ureche-Rangau, Loredana |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 18.2008, 3, p. 216-235
|
Subject: | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory |
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