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A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.; Najand, Mohammad; Dondeti, V. Reddy; … - In: International journal of bonds and derivatives 1 (2015) 4, pp. 284-301
Persistent link: https://www.econbiz.de/10011546737
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Trading and volatility in dual market : theory and evidence from real estate
Li, Lingxiao; Zhu, Bing - In: Journal of real estate research : JRER ; a publication … 44 (2022) 2, pp. 151-183
Persistent link: https://www.econbiz.de/10013364976
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Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar; Pradhan, H. K.; Tripathy, Trilochan - In: Applied economics 52 (2020) 3, pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
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Expiration-day effects of index futures in a frontier market : the case of Ho Chi Minh Stock Exchange
Nguyen Thi Kim Anh; Loc Dong Truong; Friday, H. S. - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-12
market returns, volatility and trading volume for the Ho Chi Minh Stock Exchange (HOSE). Data used in this study is from a …-day has no impact on market volatility and trading volume. …
Persistent link: https://www.econbiz.de/10012804832
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Empirical relationship between index futures prices, volume and open interest : evidence from Indian futures market
Shakeel, Moonis; Ashraf, Shahid - In: The IUP journal of applied finance : IJAF 18 (2012) 3, pp. 48-66
Persistent link: https://www.econbiz.de/10009611894
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Intradaily patterns in the Korean index futures market
Copeland, Laurence S.; Jones, Sally-Anne - In: Asian economic journal : journal of the East Asian … 16 (2002) 2, pp. 153-174
Persistent link: https://www.econbiz.de/10001695928
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"Information effect" of economic news : SPI futures
Tan, Oon Geok; Gannon, Gerard L. - In: International review of financial analysis 11 (2002) 4, pp. 467-489
Persistent link: https://www.econbiz.de/10001745133
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The impact of index future introduction on spot market returns and trading volume : evidence from Ho Chi Minh stock exchange
Nguyen Thi Kim Anh; Loc Dong Truong - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 51-59
Persistent link: https://www.econbiz.de/10012670603
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Stock price response to S&P 500 index inclusions : do options listings and options trading volume matter?
Chen, Yangyang; Koutsantony, Constantine; Truong, Cameron; … - In: Journal of international financial markets, … 23 (2013), pp. 379-401
Persistent link: https://www.econbiz.de/10009707491
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Intraday volatility and volume in China's stock index and index futures markets
Nishimura, Yusaku; Sun, Bianxia - In: Asia-Pacific journal of financial studies 44 (2015) 6, pp. 932-955
Persistent link: https://www.econbiz.de/10011471124