Using daily data from 2004 to 2015, this paper attempts to examine the relationship between return, volume and volatility in the Thai stock market. The main fin

We examine the dynamic relation between returns, volume, and volatility of stock indexes. The data come from nine national markets and cover the period from 197

I examine the intraday stock-return volatility pattern and relationship between the volatility and intraday trading by individual, institutional, foreign and pr