More on the volatility-trading volume relationship in emerging markets: The Chinese stock market
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Publication:3184496
DOI10.1080/02664760802509101zbMath1473.62355OpenAlexW2042988483MaRDI QIDQ3184496
Quiterie de Rorthays, Loredana Ureche-Rangau
Publication date: 21 October 2009
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760802509101
Cites Work
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- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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- The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis
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