Asymmetric Effect of Trading Volume on Realized Volatility
Year of publication: |
[2023]
|
---|---|
Authors: | Maki, Daiki |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Schätzung | Estimation |
-
Sinha, Pankaj, (2016)
-
Stock returns and trading volume : does size matter?
Assan, Azhar, (2013)
-
Tobin tax and trading volume tightening : a reassessment
Damette, Olivier, (2015)
- More ...
-
Maki, Daiki, (2021)
-
Maki, Daiki, (2006)
-
Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications
Maki, Daiki, (2009)
- More ...