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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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Price clustering in the Nikkei 225 stock index futures contract on the SIMEX : an intraday empirical analysis
Chueh, Horace - In: Review of Pacific Basin financial markets and policies 3 (2000) 4, pp. 519-533
Persistent link: https://www.econbiz.de/10001561953
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VIX exchange traded products : price discovery, hedging, and trading strategy
Bordonado, Christoffer; Molnár, Peter; Samdal, Sven R. - In: The journal of futures markets 37 (2017) 2, pp. 164-183
Persistent link: https://www.econbiz.de/10011669792
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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
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Stock market illiquidity's predictive role over economic growth : the Australian evidence
Rai, Alan - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10011300963
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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
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Does stock liquidity explain the premium for stock price momentum?
Novák, Jiri - In: Finance a úvěr 64 (2014) 1, pp. 79-95
Persistent link: https://www.econbiz.de/10010245254
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Stock returns and trading volume : does size matter?
Assan, Azhar; Thomas, Sony - In: Investment management and financial innovations 10 (2013) 3, pp. 76-88
Persistent link: https://www.econbiz.de/10010201507
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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
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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