Theoretical and experimental evidence on stock market volatilities: a two-phase flow model
Author:
Affiliation:
1. School of Economics and Management, University of Science and Technology Beijing, Beijing, China
2. Department of Economics, University of Birmingham, Birmingham, UK
Funder
National Natural Science Foundation of China
Fundamental Research Funds for the Central Universities
USTB-NTUT Joint Research Program
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/1331677X.2021.1874459
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1. Stock Market Volatility and Learning
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4. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
5. Disagreement and Learning: Dynamic Patterns of Trade
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