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McAleer, Michael
422
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403
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370
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306
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299
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255
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245
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239
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223
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223
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216
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213
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211
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210
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207
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206
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206
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206
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206
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195
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194
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194
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194
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193
Hanson, Gordon H.
193
Haltiwanger, John C.
192
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192
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191
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187
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183
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181
Bollerslev, Tim
179
Hamermesh, Daniel S.
177
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173
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171
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166
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165
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164
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163
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162
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786
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704
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689
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665
International review of financial analysis
660
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643
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Challenge
634
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619
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5,153
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401
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238
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131
Time transformations, intraday data, and
volatility
models
Giot, Pierre
- In:
The journal of computational finance
4
(
2000/2001
)
2
,
pp. 31-62
Persistent link: https://www.econbiz.de/10001553932
Saved in:
132
Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
Saved in:
133
Persistence
volatility
in daily stock returns : daily number of trades vs. GARCH effects
Dadgostar, Bahram
;
Jalilvand, Abolhassan
- In:
Journal of global business : JGB ; journal of the …
10
(
1999
)
18
,
pp. 63-75
Persistent link: https://www.econbiz.de/10001580731
Saved in:
134
Intraday trading volume and return
volatility
of the DJIA stocks : a note
Darrat, Ali F.
;
Rahman, Shafiqur
;
Zhong, Maosen
- In:
Journal of banking & finance
27
(
2003
)
10
,
pp. 2035-2043
Persistent link: https://www.econbiz.de/10001787478
Saved in:
135
The impact of trader type on the futures
volatility
-volume relation
Daigler, Robert T.
;
Wiley, Marilyn K.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
6
,
pp. 2297-2316
Persistent link: https://www.econbiz.de/10001496836
Saved in:
136
An empirical analysis of directional and
volatility
trading in options markets
Cherian, Joseph A.
;
Weng, William Y.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 53-65
Persistent link: https://www.econbiz.de/10001497767
Saved in:
137
Information flow,
volatility
and spreads of infrequently traded Nasdaq stocks
Wu, Chunchi
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
1
,
pp. 20-43
Persistent link: https://www.econbiz.de/10001961704
Saved in:
138
The informational role of option trading volume in equity index options markets
Sarwar, Ghulam
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10002851822
Saved in:
139
Volatility
forecasts, trading volume, and the ARCH versus option-implied
volatility
trade-off
Donaldson, Glen
(
contributor
);
Kamstra, Mark J.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002571438
Saved in:
140
The high-frequency effects of US macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market
Chaboud, Alain P.
;
Chernenko, Sergey V.
;
Howorka, Edward
; …
-
2004
Persistent link: https://www.econbiz.de/10002515848
Saved in:
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