Threshold linkages between volatility and trading volume : evidence from developed and emerging markets
Year of publication: |
2013
|
---|---|
Authors: | Jawadi, Fredj ; Ureche-Rangau, Loredana |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 17.2013, 3, p. 313-333
|
Subject: | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Schwellenländer | Emerging economies | Industrieländer | Industrialized countries | Welt | World | Entwicklungsländer | Developing countries | ARCH-Modell | ARCH model |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/snde-2012-0040 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Trading volume and market volatility : developed versus emerging stock markets
Girard, Eric, (2007)
-
How do equity markets react to COVID-19? : evidence from emerging and developed countries
Harjoto, Maretno Agus, (2021)
-
Asymmetry in Volatility : A Comparison of Developed and Transition Stock Markets
Wdowinski, Piotr, (2021)
- More ...
-
Jawadi, Fredj, (2013)
-
Price and volume effects around Islamic index revisions : the case of DJIM-GCC
Labidi, Chiraz, (2021)
-
Waterloo: a Godsend for French Public Finances?
Oosterlinck, Kim, (2013)
- More ...