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The informational role of stock and option volume
Chan, Kalok
;
Chung, Y. Peter
;
Fong, Wai-ming
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1049-1075
Persistent link: https://www.econbiz.de/10001716074
Saved in:
2
Trade size, order imbalance, and the volatility-volume relation
Chan, Kalok
;
Fong, Wai-ming
- In:
Journal of financial economics
57
(
2000
)
2
,
pp. 247-273
Persistent link: https://www.econbiz.de/10001494741
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3
Investor participation and the volatility-volume relation : evidence from an emerging market
Bian, Jiangze
;
Chan, Kalok
;
Fong, Wai-ming
- In:
Emerging markets review
45
(
2020
)
Persistent link: https://www.econbiz.de/10012503237
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