market returns, volatility and trading volume for the Ho Chi Minh Stock Exchange (HOSE). Data used in this study is from a …-day has no impact on market volatility and trading volume. …

In contrast to the U-shaped intraday pattern of volume and volatility documented by previous literature, we document a … reverse U-shaped intraday pattern of volume and volatility during the afternoon session in Chinese newborn CSI 300 index … measure of volatility, and we measure volume by dollar volume, share volume and number of trades. We find that no matter which …

This analysis is the first to investigate the influence of index futures trading volume on spot market volatility for … between VN30-Index futures trading volume and the volatility of the spot market for the HOSE in the short-run. In addition … influence on spot market volatility. Moreover, the results derived from the error correction model (ECM) indicate that only 5 …

examines how well exchange rate volatility explains movements in stock market returns. The model-based predictions are …