Intraday volume and volatility relations with and without public news

Journal of Banking and Finance

Volumn 31, Issue 9, 2007, Pages 2711-2729

  Darrat, Ali F ^a   Zhong, Maosen ^b   Cheng, Louis T W ^c  

^a LOUISIANA TECH UNIVERSITY   (United States)

^b NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

^c HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

Overconfidence; Public news; Return volatility; Sample partitioning; Sequential information arrival; Trading volume

Indexed keywords

EID: 34547952457     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.11.019     Document Type: Article

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