Intraday trading volume and return volatility of the DJIA stocks : a note
Ali F. Darrat; Shafiqur Rahman; Maosen Zhong
| Year of publication: |
2003
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|---|---|
| Authors: | Darrat, Ali F. ; Rahman, Shafiqur ; Zhong, Maosen |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 27.2003, 10, p. 2035-2043
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| Subject: | Aktienindex | Stock index | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | ARCH-Modell | ARCH model | Kausalanalyse | Causality analysis | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001787478