New evidence on the relation between return volatility and trading volume (Q3065535)
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scientific article; zbMATH DE number 5833042
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| English | New evidence on the relation between return volatility and trading volume |
scientific article; zbMATH DE number 5833042 |
Statements
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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0.89753556
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0.8833162
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0.87958336
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0.87840146
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