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216
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213
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211
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208
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207
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207
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111
Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003562219
Saved in:
112
Intraday volume and
volatility
relations with and without public news
Darrat, Ali F.
;
Zhong, Maosen
;
Cheng, Louis T. W.
- In:
Journal of banking & finance
31
(
2007
)
9
,
pp. 2711-2729
Persistent link: https://www.econbiz.de/10003572354
Saved in:
113
Liquidity, volume and
volatility
in US electricity futures : the case of Palo Verde
Goss, Barry A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 43-46
Persistent link: https://www.econbiz.de/10003301824
Saved in:
114
Three essays on information transmission in financial markets
Hackard, James C.
-
2006
Persistent link: https://www.econbiz.de/10003965317
Saved in:
115
Cash trading and index futures price
volatility
Li, Jinliang
- In:
The journal of futures markets
31
(
2011
)
5
,
pp. 465-486
Persistent link: https://www.econbiz.de/10009009223
Saved in:
116
A mind is a terrible thing to change : confirmation bias in financial markets
Pouget, Sébastien
;
Villeneuve, Stéphane
-
2012
Persistent link: https://www.econbiz.de/10009578840
Saved in:
117
Carbon financial Instruments, thin trading, and
volatility
: evidence from the Chicago climate exchange
Sabbaghi, Omid
;
Sabbaghi, Navid
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
4
,
pp. 399-407
Persistent link: https://www.econbiz.de/10009373140
Saved in:
118
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:
119
Long memory in
volatility
and trading volume
Fleming, Jeff
;
Kirby, Chris
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1714-1726
Persistent link: https://www.econbiz.de/10009247616
Saved in:
120
The role of trading volume in
volatility
forecasting
Le, Van
;
Zurbruegg, Ralf
- In:
Journal of international financial markets, …
20
(
2010
)
5
,
pp. 533-555
Persistent link: https://www.econbiz.de/10009247745
Saved in:
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