Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Year of publication: |
2019
|
---|---|
Authors: | Sensoy, Ahmet ; Serdengeçti, Süleyman |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 64.2019, p. 1-12
|
Subject: | Dispersion of beliefs hypothesis (DBH) | FX microstructure | Mixture of distribution hypothesis (MDH) | Sequential information arrival hypothesis (SIAH) | Volume-volatility nexus | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Schätzung | Estimation | Schwellenländer | Emerging economies | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
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