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date (oldest first)
1
A generalized autoregressive conditional heteroskedasticity examination of the relationship between trading volume and conditional
volatility
in the Tunisian stock market : evidenc...
Belhaj, Fethi
;
Abaoub, Ezzeddine
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 354-364
Persistent link: https://www.econbiz.de/10011453520
Saved in:
2
Empirical essays on the information transfer between and the informational efficiency of stock markets
Zolotoy, Leon
-
2008
Persistent link: https://www.econbiz.de/10003931647
Saved in:
3
ARCH effects, trading volume and the information flow interpretation : empirical evidence from the Chinese stock markets
Wang, Renzeng
;
Chen, Jean J.
- In:
Journal of Chinese economic and business studies
10
(
2012
)
2
,
pp. 169-191
Persistent link: https://www.econbiz.de/10009570509
Saved in:
4
A new approach to bad news effects on
volatility
: the multiple-sign-volume sensitive regime EGARCH model (MSV-EGARCH)
Curto, José Dias
;
Tomaz, João Amaral
;
Pinto, José Castro
- In:
Portuguese economic journal
8
(
2009
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10003823949
Saved in:
5
Trading volume and return
volatility
of Bitcoin market : evidence for the sequential information arrival hypothesis
Wang, Pengfei
;
Zhang, Wei
;
Li, Xiao
;
Shen, Dehua
- In:
Journal of economic interaction and coordination : JEIC
14
(
2019
)
2
,
pp. 377-418
Persistent link: https://www.econbiz.de/10012111563
Saved in:
6
Intraday volume-
volatility
nexus in the FX markets : evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
64
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208202
Saved in:
7
Explaining momentum profits with an epidemic diffusion model
Balsara, Nauzer J.
;
Zheng, Lin
;
Vidozzi, Andrea
; …
- In:
Journal of economics and finance
30
(
2006
)
3
,
pp. 407-422
Persistent link: https://www.econbiz.de/10003413571
Saved in:
8
Information leadership in the advanced Asia-Pacific stock markets : return,
volatility
and volume information spillovers from the US and Japan
Kim, Suk-Joong
- In:
Journal of the Japanese and international economies : …
19
(
2005
)
3
,
pp. 338-365
Persistent link: https://www.econbiz.de/10003176646
Saved in:
9
Are institutions informed about news?
Hendershott, Terrence
;
Livdan, Dmitry
;
Schürhoff, Norman
- In:
Journal of financial economics
117
(
2015
)
2
,
pp. 249-287
Persistent link: https://www.econbiz.de/10011479892
Saved in:
10
Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market
Drakos, Anastassios A.
;
Diamandis, Panayotis F.
; …
- In:
International journal of economics and finance
7
(
2015
)
11
,
pp. 25-38
Persistent link: https://www.econbiz.de/10011401093
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