Time and dynamic volume-volatility relation

Journal of Banking and Finance

Volumn 30, Issue 5, 2006, Pages 1535-1558

  Eleanor Xu, Xiaoqing ^a   Chen, Peter ^b   Wu, Chunchi ^c,d  

^a SETON HALL UNIVERSITY   (United States)

^b YOUNGSTOWN STATE UNIVERSITY   (United States)

^c SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^d SYRACUSE UNIVERSITY   (United States)

Author keywords

Bid ask spreads; Informed trading; Time duration; Volatility volume dynamics

Indexed keywords

EID: 33645919315     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2005.05.011     Document Type: Article

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