Trading Activity and Realized Volatility : Evidence with Decomposed Trading Volume and Order Imbalance
Year of publication: |
2010
|
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Authors: | Ting, Sze Shih |
Other Persons: | Galagedera, Don U. A. (contributor) ; Treepongkaruna, Sirimon (contributor) ; Brooks, Robert D. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Internationale Wirtschaft | International economy | Schätzung | Estimation | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Welt | World |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 23, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1663530 [DOI] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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