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Volatility, trading volume and...
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Volatility
41,125
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40,856
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15,670
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14,007
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13,970
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11,393
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11,236
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3,205
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3,132
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495
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264
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217
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161
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133
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133
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127
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120
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119
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117
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116
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106
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105
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104
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102
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102
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100
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94
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94
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93
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89
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86
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82
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82
Tiwari, Aviral Kumar
82
Herwartz, Helmut
80
Karanasos, Menelaos
80
Bahmani-Oskooee, Mohsen
77
Chiarella, Carl
76
Lux, Thomas
76
Teräsvirta, Timo
76
Allen, David E.
74
Christoffersen, Peter F.
73
Kočenda, Evžen
73
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73
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70
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70
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70
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16
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16
London School of Economics (LSE)
16
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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790
Energy economics
787
Finance research letters
743
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630
NBER working paper series
587
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564
International review of financial analysis
535
Applied economics
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452
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422
International journal of theoretical and applied finance
388
The North American journal of economics and finance : a journal of financial economics studies
385
Applied financial economics
372
Economics letters
361
Research in international business and finance
359
Journal of empirical finance
349
Applied economics letters
336
Working paper
332
Journal of international financial markets, institutions & money
309
Journal of financial economics
300
Discussion paper / Centre for Economic Policy Research
283
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276
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262
The European journal of finance
262
MPRA Paper
258
Journal of risk and financial management : JRFM
251
Pacific-Basin finance journal
251
Quantitative finance
249
The journal of finance : the journal of the American Finance Association
237
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
224
The review of financial studies
206
Journal of economic dynamics & control
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
International Journal of Energy Economics and Policy : IJEEP
194
CESifo working papers
192
IMF working papers
191
International journal of forecasting
189
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185
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ECONIS (ZBW)
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RePEc
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EconStor
1,459
USB Cologne (EcoSocSci)
754
BASE
171
USB Cologne (business full texts)
161
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144
OLC EcoSci
23
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Showing
61
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date (oldest first)
61
Return, volume and
volatility
relationship in the Indian stock market : a pre and post
futures
analysis
Mahajan, Sarika
;
Singh, Balwinder
- In:
Finance India : the quarterly journal of Indian …
26
(
2012
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10009583124
Saved in:
62
The effect of
futures
trading activity on the distribution of spot market returns
Illueca, Manuel
(
contributor
); …
-
2003
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10002181643
Saved in:
63
Futures
trading activity and stock price
volatility
: some extensions
Chatrath, Arjun
;
Song, Frank M.
;
Adrangi, Bahram
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 655-664
Persistent link: https://www.econbiz.de/10001776851
Saved in:
64
Trading activity in stock index
futures
markets : the evidence of emerging markets
Huang, Yu Chuan
- In:
The journal of futures markets
22
(
2002
)
10
,
pp. 983-1003
Persistent link: https://www.econbiz.de/10001696769
Saved in:
65
Financial innovation and information: the role of derivatives when a market for information exists
Massa, Massimo
- In:
The review of financial studies
15
(
2002
)
3
,
pp. 927-957
Persistent link: https://www.econbiz.de/10001688879
Saved in:
66
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 119-135
Persistent link: https://www.econbiz.de/10001628629
Saved in:
67
Marchés dérivés et trading de volatilité
Capelle-Blancard, Gunther
- In:
Revue économique : revue bimestrielle
54
(
2003
)
3
,
pp. 663-673
Persistent link: https://www.econbiz.de/10001765922
Saved in:
68
The effect of spot and
futures
trading on stock index market
volatility
: a nonparametric approach
Illueca, M.
;
Lafuente, J. A.
- In:
The journal of futures markets
23
(
2003
)
9
,
pp. 841-858
Persistent link: https://www.econbiz.de/10001789582
Saved in:
69
Stock market
volatility
and trading activities in the KOSPI 200 derivatives markets
Kim, Minho
;
Kim, Gyeong-rok
;
Kim, Mincheol
- In:
Applied economics letters
11
(
2004
)
1
,
pp. 49-53
Persistent link: https://www.econbiz.de/10001911777
Saved in:
70
The intraday relationship between volume and
volatility
in LIFFE
futures
markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
Saved in:
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