THE EMPIRICAL RELATIONSHIP BETWEEN TRADING VOLUME, RETURNS AND VOLATILITY
Author:
Publisher
Wiley
Subject
Economics, Econometrics and Finance (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-629X.1996.tb00300.x/fullpdf
Reference69 articles.
1. A Theory of Intraday Trading Patterns: Volume and Price Variability;Admati;Review of Financial Studies,1988
2. Share-Price-Changes-Volume Relation on the Singapore Equity Market;Ariff;Applied Financial Economics,1993
3. Bear Squeezes, Volatility Spillovers and Speculative Attacks in the Hyperinflation 1920s Foreign Exchange;Baillie;Journal of International Money and Finance,1993
4. An Empirical Evaluation of Accounting Income Numbers;Ball;Journal of Accounting Research,1968
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