We find that trading volume not only contributes positively to the contemporaneous volatility, as indicated in previous literature, but also contributes negativ

This paper examines volume and volatility dynamics by accounting for market activity measured by the time duration between two consecutive transactions. A time-

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

In this paper we study the dynamic relationship between trading volume, volatility, and stock returns at the international stock markets. First, we examine the