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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

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

New York stock exchange trading halts and volatility

Fong, Wai-ming - In: International review of economics & finance : IREF 5 (1996) 3, pp. 243-257

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Stock price synchronicity and liquidity

Chan, Kalok; Hameed, Allaudeen; Kang, Wenjin - In: Journal of financial markets 16 (2013) 3, pp. 414-438

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Limit orders, depth, and volatility : evidence from the Stock Exchange of Hong Kong

Ahn, Hee-joon; Bae, Kee-hong; Chan, Kalok - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 767-788

Persistent link: https://www.econbiz.de/10001604140

Investibility and return volatility

Bae, Kee-hong; Chan, Kalok; Ng, Angela - In: Journal of financial economics 71 (2004) 2, pp. 239-263

Persistent link: https://www.econbiz.de/10001898237

Overnight information and intraday trading behavior : evidence from NYSE cross-listed stocks and their local market information

Chan, Kalok; Chockalingam, Mark; Lai, Kent W.L. - In: Journal of multinational financial management 10 (2000) 3/4, pp. 495-509

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An empirical examination of information, differences of opinion, and trading activity

Bessembinder, Hendrik - In: Journal of financial economics 40 (1996) 1, pp. 105-134

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Investibility and return volatility in emerging equity markets

Chan, Kalok; Bae, Kee-hong; Ng, Angela - 2002

Persistent link: https://www.econbiz.de/10001671320

Investor Participation and the Volatility-Volume Relation : Evidence from an Emerging Market

Bian, Jiangze - 2019

Using a unique dataset from the Chinese stock market that keeps track of daily number of shareholders, we find that ownership breadth (proxied by number of shareholders) is negatively related to stock price volatility. However, consistent with the previous literature on volatility-volume...

Persistent link: https://www.econbiz.de/10012897116