Trading volume and stock market volatility: The Polish case

Author:

Bohl Martin T,Henke Harald

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference28 articles.

1. Return volatility and trading volume: An information flow interpretation of stochastic volatility;Andersen;Journal of Finance,1996

2. Price volatility, spread variability and the role of alternative market mechanisms;Bollerslev;Review of Futures Markets,1991

3. The empirical relationship between trading volume, returns, and volatility;Brailsford;Accounting and Finance,1996

4. A dynamic structural model for stock return volatility and trading volume;Brock;Review of Economics and Statistics,1996

5. Regulation of the Warsaw Stock Exchange: The portfolio allocation problem;Charemza;Journal of Banking and Finance,2000

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