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Trading Volume and International Trading in Stocks – Their Impact on Stock Price Volatility

Berglund, Tom; Liljeblom, Eva - Elinkeinoelämän Tutkimuslaitos (ETLA) - 1990

Persistent link: https://www.econbiz.de/10010687489

The Impact of Trading Volume on Stock Return Distributions: An Empirical Analysis

Berglund, Tom; Liljeblom, Eva - Elinkeinoelämän Tutkimuslaitos (ETLA) - 1990

Persistent link: https://www.econbiz.de/10010687504

Predicting Volatility of Stock Indexes for Option Pricing on a Small Security Market

Berglund, Tom; Hedvall, Kaj; Liljeblom, Eva - Elinkeinoelämän Tutkimuslaitos (ETLA) - 1990

Persistent link: https://www.econbiz.de/10010861786

The impact of trading volume on stock return distributions : an empirical analysis

Berglund, Tom; Liljeblom, Eva - In: Finnish Economic Papers 3 (1990) 2, pp. 108-124

This paper studies the relationship between the trading volume on the stock exchange and the properties of corresponding stock returns. The properties to be analyzed are: the dispersion of the returns, i.e. the volatility of the stock prices, the degree of leptokurtosis in the returns, and...

Persistent link: https://www.econbiz.de/10008461655