New evidence on the relation between return volatility and trading volume (Q3065535): Difference between revisions

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Latest revision as of 14:24, 3 July 2024

scientific article
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New evidence on the relation between return volatility and trading volume
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    New evidence on the relation between return volatility and trading volume (English)
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    6 January 2011
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    return volatility
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    trading volume
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    non-linear Granger causality
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    high frequency data
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