Trading volume and stock market volatility: The Polish case

International Review of Financial Analysis

Volumn 12, Issue 5, 2003, Pages 513-525

  Bohl, Martin T ^a   Henke, Harald ^a  

^a EUROPEAN UNIVERSITY VIADRINA   (Germany)

Author keywords

GARCH; Polish stock market; Trading volume; Volatility persistence

Indexed keywords

EID: 0041863961     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(03)00066-8     Document Type: Article

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