The dynamic relation between returns, trading volume, and volatility: Lessons from spillovers between Asia and the United States

Bulletin of Economic Research

Volumn 64, Issue 1, 2012, Pages 65-90

  Gebka, Bartosz ^a  

^a NEWCASTLE UNIVERSITY BUSINESS SCHOOL   (United Kingdom)

Author keywords

Emerging markets; Financial spillovers; The 1997 Asian crisis; Trading volume

Indexed keywords

CRISIS MANAGEMENT; FINANCIAL CRISIS; FINANCIAL MARKET; MARKET CONDITIONS; PRICE DYNAMICS; SPILLOVER EFFECT; TRADE;

ASIA; UNITED STATES;

EID: 83555177616     PISSN: 03073378     EISSN: 14678586     Source Type: Journal    
DOI: 10.1111/j.1467-8586.2010.00371.x     Document Type: Article

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