Similar Search Results

Stock market volatility and equity returns : evidence from a two-state Markov-switching model with regressors

Xinyi, Liu; Margaritis, Dimitris; Wang, Peiming - In: Journal of empirical finance 19 (2012) 4, pp. 483-496

Persistent link: https://www.econbiz.de/10009615667

Volume, volatility and information linkages in the stock and option markets

Ho, Kin-Yip; Lin Zheng; Zhang, Zhaoyong - In: Review of financial economics : RFE 21 (2012) 4, pp. 168-174

Persistent link: https://www.econbiz.de/10009703996

The intraday pattern of trading activity, return volatility and liquidity : evidence from the emerging Tunisian stock exchange

Tissaoui, Kais - In: International journal of economics and finance 4 (2012) 5, pp. 156-176

Persistent link: https://www.econbiz.de/10009616229

An empirical analysis of trading volume and return volatility relationship on Istanbul stock exchange national -100 Index

Oral, Ece - In: Journal of applied finance & banking 2 (2012) 5, pp. 149-158

investigate the relationship between stock return volatility and trading volume have found a positive correlation between the … volatility of returns and the volume traded. This paper focuses on this relationship by assuming the Student’s t and the Stable … National-100 Index with the purpose of analyzing the relationships between the volatility of stock returns and the trading …

Persistent link: https://www.econbiz.de/10009673701

Order size, order imbalance and the volatility-volume relation in a bull versus a bear market

Wee, Marvin; Yang, Joey W. - In: Accounting and finance : journal of the Accounting … 52 (2012) 1, pp. 145-163

Persistent link: https://www.econbiz.de/10009512721

Returns, trading volume and volatility in the stock market of Mauritius

Nowbutsing, B. M.; Naregadu, S. - In: African journal of accounting, economics, finance and … 5 (2009) 5, pp. 1-36

Persistent link: https://www.econbiz.de/10008934495

Volume and skewness in international equity markets

Hutson, Elaine; Kearney, Colm; Lynch, Margaret - In: Journal of banking & finance 32 (2008) 7, pp. 1255-1268

Persistent link: https://www.econbiz.de/10003749193

Microstructure invariance in U.S. stock market trades

Kyle, Albert S.; Obižaeva, Anna; Tuzun, Tugkan - 2016 - This draft: April 19, 2016

include the invariance-implied measure of effective price volatility …

Persistent link: https://www.econbiz.de/10011500337

Intraday volatility interaction between the crude oil and equity markets

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 40 (2016), pp. 1-13

Persistent link: https://www.econbiz.de/10011475821

Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel

Freihube, Thorsten - 2004

Persistent link: https://www.econbiz.de/10002122262