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1
Trading volume and stock market
volatility
: the Polish case
Bohl, Martin T.
;
Henke, Harald
-
2001
Persistent link: https://www.econbiz.de/10001605306
Saved in:
2
Liquidity dynamics around jumps : the evidence from the Warsaw Stock Exchange
Będowska-Sójka, Barbara
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2740-2755
Persistent link: https://www.econbiz.de/10011675655
Saved in:
3
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
Saved in:
4
Investigating impact of
volatility
persistence and information inflow on
volatility
of stock indices using bivarite GJR-GARCH
Sinha, Pankaj
;
Agnihotri, Shalini
- In:
Global business review
17
(
2016
)
5
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10011644073
Saved in:
5
Examining the relationship between stock return
volatility
and trading volume : new evidence from an emerging economy
Bose, Shekar
;
Rahman, Hafizur
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1899-1908
Persistent link: https://www.econbiz.de/10010511945
Saved in:
6
No news is not good news: evidence from the intra-day return
volatility
-volume relationship in Shanghai stock exchange
Krishnamurti, Chandrasekhar
;
Tian, Gary Gang
;
Xu, Min
; …
- In:
Journal of the Asia Pacific economy
18
(
2013
)
1
,
pp. 149-167
Persistent link: https://www.econbiz.de/10009713176
Saved in:
7
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
Saved in:
8
A generalized autoregressive conditional heteroskedasticity examination of the relationship between trading volume and conditional
volatility
in the Tunisian stock market : evidenc...
Belhaj, Fethi
;
Abaoub, Ezzeddine
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 354-364
Persistent link: https://www.econbiz.de/10011453520
Saved in:
9
The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market
Baklaci, Hasan F.
;
Tunc, Gokce
;
Aydogan, Berna
;
Vardar, …
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
6
,
pp. 99-119
Persistent link: https://www.econbiz.de/10009563064
Saved in:
10
An examination of the relationship between the disposition effect and stock return,
volatility
, and trading volume : the evidence in US stock markets
Afi, Hatem
- In:
International journal of managerial and financial accounting
9
(
2017
)
3
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011847010
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