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Stock return volatility and trading volume relationships captured with stable Paretian GARCH and Threshold GARCH models
Naka, Atsuyuki, (2013)
Investor emotional biases and trading volume's asymmetric response : a non-linear ARDL approach tested in S&P500 stock market
Dhaoui, Abderrazak, (2017)
Investigating impact of volatility persistence and information inflow on volatility of stock indices using bivarite GJR-GARCH
Sinha, Pankaj, (2016)
Modified moving-average crossover trading strategy : evidence in Malaysia equity market
Afiruddin Tapa, (2016)