Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Ahmet Sensoy, Süleyman Serdengeçti
| Year of publication: |
2019
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|---|---|
| Authors: | Sensoy, Ahmet ; Serdengeçti, Süleyman |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 64.2019, p. 1-12
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| Subject: | Dispersion of beliefs hypothesis (DBH) | FX microstructure | Mixture of distribution hypothesis (MDH) | Sequential information arrival hypothesis (SIAH) | Volume-volatility nexus | Volatilität | Volatility | Schätzung | Estimation | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Schwellenländer | Emerging economies | Informationsverbreitung | Information dissemination | Marktmikrostruktur | Market microstructure | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2019.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012208202