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Daily Return Volatility, Bid-A...
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United States
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Gupta, Rangan
86
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71
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69
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64
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59
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56
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54
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54
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53
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52
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50
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49
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49
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48
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43
Stock, James H.
42
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41
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40
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39
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39
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38
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37
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37
Reis, Ricardo
37
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36
Lo, Andrew W.
36
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36
Watson, Mark W.
36
Basu, Susanto
35
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35
Cutler, David M.
35
Hautsch, Nikolaus
35
Stein, Jeremy C.
35
Artus, Patrick
34
Miller, Stephen M.
34
Auerbach, Alan J.
33
Caballero, Ricardo J.
33
Wohar, Mark E.
33
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32
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Boston College / Department of Economics
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7
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7
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Working paper / National Bureau of Economic Research, Inc.
1,734
The journal of finance : the journal of the American Finance Association
480
The review of financial studies
458
Discussion paper / Centre for Economic Policy Research
450
The American economic review
342
European journal of operational research : EJOR
339
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275
The review of economics and statistics
268
The journal of futures markets
259
American journal of agricultural economics
253
Journal of banking & finance
245
Journal of financial economics
240
Journal of financial and quantitative analysis : JFQA
229
Economics letters
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Journal of monetary economics
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Journal of political economy
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197
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Southern economic journal
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CESifo working papers
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The journal of real estate finance and economics
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Economic inquiry : journal of the Western Economic Association International
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International journal of production research
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Applied financial economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
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Journal of economics & business
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International economic review
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ECONIS (ZBW)
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RePEc
9
EconStor
3
BASE
2
ArchiDok
1
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47,131
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date (oldest first)
1
Daily return
volatility
, bid-ask spreads, and information flow : analyzing the information content of volume
Li, Jinliang
;
Wu, Chunchi
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2697-2739
Persistent link: https://www.econbiz.de/10003406554
Saved in:
2
Time and dynamic volume-
volatility
relation
Xu, Xiaoqing Eleanor
;
Chen, Peter
;
Wu, Chunchi
- In:
Journal of banking & finance
30
(
2006
)
5
,
pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376
Saved in:
3
Volume-
volatility
dynamics in an intertemporal asset pricing model
Hsu, Chiente
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 506-533
Persistent link: https://www.econbiz.de/10001548629
Saved in:
4
Is liquidity priced in the corporate bond market? : A new approach
Fiori, Filippo S.
-
2002
Persistent link: https://www.econbiz.de/10003779956
Saved in:
5
Bid-ask spreads, volume, and
volatility
: evidence from livestock markets
Frank, Julieta
;
García, Philip
- In:
American journal of agricultural economics
93
(
2011
)
1
,
pp. 209-225
Persistent link: https://www.econbiz.de/10009239483
Saved in:
6
An empirical analysis of directional and
volatility
trading in options markets
Cherian, Joseph A.
;
Weng, William Y.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 53-65
Persistent link: https://www.econbiz.de/10001497767
Saved in:
7
Bid-ask spread,
volatility
, and volume in the corporate bond market
Kalimipalli, Madhu
;
Warga, Arthur D.
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 31-42
Persistent link: https://www.econbiz.de/10001701719
Saved in:
8
Market liquidity and trading activity
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 501-530
Persistent link: https://www.econbiz.de/10001604100
Saved in:
9
Trading volume, bid-ask spread, and price
volatility
in futures markets
Wang, George H. K.
;
Yau, Jot
- In:
The journal of futures markets
20
(
2000
)
10
,
pp. 943-970
Persistent link: https://www.econbiz.de/10001530842
Saved in:
10
The effect of option listing on bid-ask spreads, price
volatility
, and trading activity of the underlying OTC stocks
Wei, Peihwang
;
Poon, Percy Siuping
;
Zee, Susan Mu-lan
- In:
Review of quantitative finance and accounting
9
(
1997
)
2
,
pp. 165-180
Persistent link: https://www.econbiz.de/10001590900
Saved in:
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