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~isPartOf:"Applied financial economics"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of futures markets"
~subject:"ARCH model"
~subject:"Index-Futures"
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Search: subject:"trading volume"
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ARCH model
Index-Futures
Handelsvolumen der Börse
119
Trading volume
119
Volatility
52
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52
USA
39
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39
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31
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Sarwar, Ghulam
2
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1
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Applied financial economics
Review of quantitative finance and accounting
The journal of futures markets
Journal of international financial markets, institutions & money
8
Energy economics
6
International review of financial analysis
6
International review of economics & finance : IREF
5
Finance research letters
4
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4
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4
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Bonn Econ Discussion Papers / BGSE
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical and applied economics : GAER review
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22nd Australasian Finance and Banking Conference 2009
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Advances in investment analysis and portfolio management : a research annual
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Asia Pacific journal of finance and banking research
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ECONIS (ZBW)
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1
The information content of the volatility index options
trading
volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
2
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
3
Could the extended trading of CSI 300 Index futures facilitate its role of price discovery?
Sohn, Sungbin
;
Zhang, Xiaofeng
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 717-740
Persistent link: https://www.econbiz.de/10011950872
Saved in:
4
Intraday jumps and
trading
volume
: a nonlinear Tobit specification
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1167-1186
Persistent link: https://www.econbiz.de/10011596214
Saved in:
5
Trading activity and Nifty index futures volatility : an empirical analysis
Jena, Sangram Keshari
;
Dash, Ashutosh
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1167-1176
Persistent link: https://www.econbiz.de/10010418929
Saved in:
6
Trading patience, order flows, and liquidity in an index futures market
Xu, Caihong
- In:
The journal of futures markets
34
(
2014
)
8
,
pp. 731-756
Persistent link: https://www.econbiz.de/10010507938
Saved in:
7
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
8
Cash trading and index futures price volatility
Li, Jinliang
- In:
The journal of futures markets
31
(
2011
)
5
,
pp. 465-486
Persistent link: https://www.econbiz.de/10009009223
Saved in:
9
Expiration-day effects on individual stocks and the overall market : evidence from Taiwan
Hsieh, Wen-liang Gideon
- In:
The journal of futures markets
29
(
2009
)
10
,
pp. 920-945
Persistent link: https://www.econbiz.de/10003900942
Saved in:
10
The specification of GARCH models with stochastic covariates
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
Saved in:
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