Does trading volume really explain stock returns volatility?

Journal of International Financial Markets, Institutions and Money

Volumn 18, Issue 3, 2008, Pages 216-235

  Ané, Thierry ^a   Ureche Rangau, Loredana ^b  

^a UNIVERSITÉ DE REIMS CHAMPAGNE ARDENNE   (France)

^b IESEG SCHOOL OF MANAGEMENT   (France)

Author keywords

Long memory; Trading volume; Volatility persistence

Indexed keywords

EID: 42049120519     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2006.10.001     Document Type: Article

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