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1
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10
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Sort
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date (newest first)
date (oldest first)
1
Time varying spillovers between the online search volume and stock returns : case of CESEE markets
Škrinjarić, Tihana
- In:
International Journal of Financial Studies : open …
7
(
2019
)
4/59
,
pp. 1-30
existing research consists of estimating the aforementioned relationship between return,
volatility
and the search volume …
Persistent link: https://www.econbiz.de/10012150478
Saved in:
2
Daily return
volatility
, bid-ask spreads, and information flow : analyzing the information content of volume
Li, Jinliang
;
Wu, Chunchi
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2697-2739
Persistent link: https://www.econbiz.de/10003406554
Saved in:
3
Modeling long memory in REITs
Cotter, John
;
Stevenson, Simon
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10003764888
Saved in:
4
The specification of GARCH models with stochastic covariates
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
Saved in:
5
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:
6
Inventory announcements, jump dynamics,
volatility
and trading volume in U.S. energy futures markets
Bjursell, Johan
;
Gentle, James E.
;
Wang, George H. K.
- In:
Energy economics
48
(
2015
),
pp. 336-349
Persistent link: https://www.econbiz.de/10011533829
Saved in:
7
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:
8
An empirical examination of the relation between futures spreads
volatility
, volume, and open interest
Girma, Paul Berhanu
;
Mougoué, Mbodja
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1083-11102
Persistent link: https://www.econbiz.de/10001713578
Saved in:
9
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:
10
Time transformations, intraday data and
volatility
models
Giot, Pierre
-
1999
Persistent link: https://www.econbiz.de/10001430828
Saved in:
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