Volume and skewness in international equity markets

Journal of Banking and Finance

Volumn 32, Issue 7, 2008, Pages 1255-1268

  Hutson, Elaine ^a   Kearney, Colm ^b   Lynch, Margaret ^b  

^a UNIVERSITY COLLEGE DUBLIN   (Ireland)

^b DUBLIN BUSINESS SCHOOL   (Ireland)

Author keywords

Skewness; Stock markets; Turnover; VAR; Volume and volatility

Indexed keywords

EID: 43949099301     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.10.011     Document Type: Article

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