Asymmetric effect of trading volume on realized volatility
Author:
Funder
Zengin Foundation For Studies On Economics And Finance
Japan Society for the Promotion of Science
Publisher
Elsevier BV
Reference41 articles.
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4. Volatility forecasting: downside risk, jumps and leverage effect;Audrino;Econometrics,2016
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1. Trading Volume Concentration across S&P 500 Index Constituents—A Gini-Based Analysis and Concentration-Driven (Daily Rebalanced) Portfolio Performance Evaluation: Is Chasing Concentration Profitable?;Journal of Risk and Financial Management;2024-07-26
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