Trading volume, realized volatility and jumps in the Australian stock market
Hassan Shahzad; Huu Nhan Duong; Petko S. Kalev; Harminder Singh
| Year of publication: |
2014
|
|---|---|
| Authors: | Shahzad, Hassan ; Huu Nhan Duong ; Kalev, Petko S. ; Harminder Singh |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 31.2014, p. 414-430
|
| Subject: | Volatility | Information flow | Jump | Volatilität | Australien | Australia | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| 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://www.econbiz.de/10011299302