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Intraday volume and volatility relations with and without public news
Darrat, Ali F.; Zhong, Maosen; Cheng, Louis T. W. - In: Journal of banking & finance 31 (2007) 9, pp. 2711-2729
Persistent link: https://www.econbiz.de/10003572354
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Intraday trading volume and return volatility of the DJIA stocks : a note
Darrat, Ali F.; Rahman, Shafiqur; Zhong, Maosen - In: Journal of banking & finance 27 (2003) 10, pp. 2035-2043
Persistent link: https://www.econbiz.de/10001787478
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Do US stock prices deviate from their fundamental values? : Some new evidence
Zhong, Maosen; Darrat, Ali F.; Anderson, Dwight C. - In: Journal of banking & finance 27 (2003) 4, pp. 673-697
Persistent link: https://www.econbiz.de/10001745396
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The long-run relationship between spot and futures prices of the S&P 500 index : evidence from cointegration tests
Darrat, Ali F.; Rahman, Shafiqur - In: Advances in investment analysis and portfolio … 6 (1999), pp. 47-54
Persistent link: https://www.econbiz.de/10001438944
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Policy impacts under rational expectations
Darrat, Ali F. - In: Journal of banking & finance 15 (1991) 2, pp. 257-271
Persistent link: https://www.econbiz.de/10001107644
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Federal deficits and money growth in the United States : a vector autoregressive analysis
Barnhart, Scott W. - In: Journal of banking & finance 13 (1989) 1, pp. 137-149
Persistent link: https://www.econbiz.de/10001064745