New evidence on the relation between return volatility and trading volume (Q3065535)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New evidence on the relation between return volatility and trading volume |
scientific article |
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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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