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We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular …
Persistent link: https://www.econbiz.de/10010294979
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular …
Persistent link: https://www.econbiz.de/10010295136
Persistent link: https://www.econbiz.de/10011433080
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volume and open interest, in predicting market return at different time scale. Volume PCR was found to be an efficient …
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volatility. Finally, we show that trading volume will be higher when textual sentiment is unusually high or low and when there …
Persistent link: https://www.econbiz.de/10012125620
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