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New York stock exchange trading halts and volatility
Fong, Wai-ming - In: International review of economics & finance : IREF 5 (1996) 3, pp. 243-257
Persistent link: https://www.econbiz.de/10001214490
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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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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