Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange
Author:
Publisher
Elsevier BV
Subject
Finance,Business, Management and Accounting (miscellaneous)
Reference45 articles.
1. Order flow, transaction clock and normality of asset returns;Ané;J. Finance,2000
2. Long-range dependence in daily volume on Tunisian stock market;Bellalah;Int. J. Bus.,2005
3. Market statistics and technical analysis: the role of volume;Blume;J. Finance,1994
4. Trading volume and stock market volatility: the Polish case;Bohl;Int. Rev. Financial Anal.,2003
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