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New evidence on the relation between return volatility and trading volume Journal article
Thomas C. Chiang, Zhuo Qiao, Wing-Keung Wong. New evidence on the relation between return volatility and trading volume[J]. Journal of Forecasting, 2010(29), 502–515.
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite | TC[WOS]:40 TC[Scopus]:48 | Submit date:2019/11/01
Return Volatility  High Frequency Data  Trading Volume  Non-linear Granger Causality