Volume, Volatility, and Return Relationships
Language: en
Pages: 702

Volume, Volatility, and Return Relationships

Authors: Megan Yuan Sun
Categories: Econometrics
Type: BOOK - Published: 2003 - Publisher:

GET EBOOK

Commonality, Information and Return/Return Volatility - Volume Relationship
Language: en
Pages: 36

Commonality, Information and Return/Return Volatility - Volume Relationship

Authors: Xiaojun He
Categories:
Type: BOOK - Published: 2003 - Publisher:

GET EBOOK

This paper develops a common-factor model to investigate relationships between security returns/return volatility and trading volume. The model generalizes Tauc
The Empirical Relationship Between Trading Volume, Returns and Volatility
Language: en
Pages: 32

The Empirical Relationship Between Trading Volume, Returns and Volatility

Authors: Timothy J. Brailsford
Categories: Stock exchanges
Type: BOOK - Published: 1994 - Publisher:

GET EBOOK

Trading Volume, Volatility and Return Dynamics
Language: en
Pages: 36

Trading Volume, Volatility and Return Dynamics

Authors: Leon Zolotoy
Categories:
Type: BOOK - Published: 2007 - Publisher:

GET EBOOK

In this paper we study the dynamic relationship between trading volume, volatility, and stock returns at the international stock markets. First, we examine the
Examining the Relationship Between Trading Volume, Market Return Volatility and U.S. Aggregate Mutual Fund Flow
Language: en
Pages:

Examining the Relationship Between Trading Volume, Market Return Volatility and U.S. Aggregate Mutual Fund Flow

Authors: Hayan Omran
Categories:
Type: BOOK - Published: 2016 - Publisher:

GET EBOOK