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What drives the volume-volatility relationship on Euronext Paris?

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Herd behavior in Indian stock market : upshots of COVID-19 pandemic

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Returns and volume : frequency connectedness in cryptocurrency markets

Fousekis, Panajiotis; Tzaferi, Dimitra - In: Economic modelling 95 (2021), pp. 13-20

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Testing the informativeness of non-price variables with MIDAS touch

Kotyan, Avinash; Mallikarjunappa, T. - In: IIMB management review 32 (2020) 2, pp. 189-207

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Generalized jump regressions for local moments

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Trading volume, return variability and short-term momentum

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When noise trading fades, volatility rises

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The day of the week effecton returns, volatility and volume of Shariah index

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Impact of trading hours extensions on foreign exchange volatility : intraday evidence from the Moscow exchange

Frömmel, Michael; Kadioglu, Eyup - In: Financial innovation : FIN 9 (2023) 1, pp. 1-23

extensions of trading hours cause a significant increase in both volatility and volume for further analyzing the reasons behind … hours extensions on volatility. During the sample period, the Moscow Exchange extended trading hours three times for the … implementations, various measures of historical and realized volatility are calculated for 5- and 15-min intraday intervals spanning a …

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Stock returns, trading volume, and volatility : the case of African stock markets

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