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This paper investigates the empirical relationship between intraday volatility and trading volume. Our primary data set consists of 5-minute returns and trading volumes for the period between January 1, 2000 and December 31, 2002, for a subset of thirty-nine stocks from the Shanghai Stock...
Persistent link: https://www.econbiz.de/10009482105
This Paper examines the intraday behaviors of bid/ask spreads, depths and their determinants on an order-driven market in the Shanghai Stock Exchange. Our analysis shows that the intraday 5-minute bid/ask spreads display an L-shaped pattern and the depths exhibit an inverted L-shaped pattern....
Persistent link: https://www.econbiz.de/10009482106
This paper investigates the empirical relationship between intraday volatility and trading volume. Our primary dataset consists of 5-minute returns and trading volumes for the period between January 1, 2000 and December 31, 2002, for a subset of thirty-nine stocks from the Shanghai Stock...
Persistent link: https://www.econbiz.de/10009482212
Soybean [Glycine max (L.) Merr.] was domesticated in China but has a long history of cultivation on the Korean … to evaluate the genetic variation in soybean within and among China, S. Korea, and Japan by means of 120 accessions from … within China is much larger than that within Japan or S. Korea, but smaller than that between China and Japan or S. Korea …
Persistent link: https://www.econbiz.de/10009429542
Persistent link: https://www.econbiz.de/10008392936