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Search: subject:"return volume dependence"
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1
Financial market activity under capital controls : lessons from extreme events
Gillas, Konstantinos Gkillas
;
Longin, François M.
- In:
Economics letters
171
(
2018
),
pp. 10-13
Persistent link: https://www.econbiz.de/10012021830
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New evidence on asymmetric
return-volume
dependence
and extreme movements
Wang, Yi-Chiuan
;
Wu, Jyh-lin
;
Lai, Yi-Hao
- In:
Journal of empirical finance
45
(
2018
),
pp. 212-227
Persistent link: https://www.econbiz.de/10012102448
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