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Language: en
Pages: 39
Pages: 39
Type: BOOK - Published: 2005 - Publisher:
We find that trading volume not only contributes positively to the contemporaneous volatility, as indicated in previous literature, but also contributes negativ
Language: en
Pages:
Pages:
Type: BOOK - Published: 2011 - Publisher:
This paper examines volume and volatility dynamics by accounting for market activity measured by the time duration between two consecutive transactions. A time-
Language: en
Pages:
Pages:
Type: BOOK - Published: 2002 - Publisher:
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
Language: en
Pages: 702
Pages: 702
Type: BOOK - Published: 2003 - Publisher:
Language: en
Pages: 36
Pages: 36
Type: BOOK - Published: 2007 - Publisher:
In this paper we study the dynamic relationship between trading volume, volatility, and stock returns at the international stock markets. First, we examine the