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Volume weighted volatility : empirical evidence for a new realised volatility measure

Padungsaksawasdi, Chaiyuth; Daigler, Robert T. - In: International journal of banking, accounting and finance 9 (2018) 1, pp. 61-87

Persistent link: https://www.econbiz.de/10011955195

The impact of trader type on the futures volatility-volume relation

Daigler, Robert T.; Wiley, Marilyn K. - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2297-2316

Persistent link: https://www.econbiz.de/10001496836

Intraday trading and bid-ask spread characteristics for SPX and SPY options

Mishra, Suchismita; Daigler, Robert T. - In: The journal of derivatives : the official publication … 21 (2014) 3, pp. 70-84

Persistent link: https://www.econbiz.de/10010387685

Spread volume for currency futures

Daigler, Robert T. - In: Journal of economics and finance 31 (2007) 1, pp. 12-19

Persistent link: https://www.econbiz.de/10003611707

The effect of short selling on volatility and jumps

Ho, Glenn Kit Foong; Sirimon Treepongkaruna; Wee, Marvin; … - In: Australian journal of management 47 (2022) 1, pp. 34-52

Persistent link: https://www.econbiz.de/10012801592

The volume-implied volatility relation in financial markets : a behavioral explanation

Massaporn Cheuathonghua; Chaiyuth Padungsaksawasdi - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014492089

Chasing for information during the COVID-19 panic : the role of Google search on global stock market

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna - In: Cogent economics & finance 9 (2021) 1, pp. 1-16

This paper examines the causal relationship between global stock market performance and Google search volume index (SVI) surrounding the disastrous event of the coronavirus (COVID-19) outbreak. Based on 6,106 stock index-day observations of 71 countries during the period from 1 January 2020 to...

Persistent link: https://www.econbiz.de/10013184088

Unintentional herd behavior via the Google search volume index in international equity markets

Phasin Wanidwaranan; Chaiyuth Padungsaksawasdi - In: Journal of international financial markets, … 77 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013357059

Attention effect via internet search intensity in Asia-Pacific stock markets

Tantaopas, Parkpoom; Padungsaksawasdi, Chaiyuth; … - In: Pacific-Basin finance journal 38 (2016), pp. 107-124

Persistent link: https://www.econbiz.de/10011669069