Baklaci, Hasan F.; Tunc, Gokce; Aydogan, Berna; Vardar, … - In: Emerging Markets Finance and Trade 47 (2011) 6, pp. 99-119
volatility persistence with and without trading volume. For the majority of the stocks in the sample, the volatility persistence … pronounced for larger stocks. When there is no news, the trading volume does not appear to reduce the volatility persistence for …