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Volume and Volatility in the Fx-Market: Does it Matter Who You are? · Study

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PreprintVolume and Volatility in the Fx-Market: Does it Matter Who You are?

Geir Høidal Bjønnes2004

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Preprintgreen2004

Volume and Volatility in the Fx-Market: Does it Matter Who You are?

Geir Høidal Bjønnes · Dagfinn Rime · Haakon O. Aa. Solheim

61 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1988A Theory of Intraday Patterns: Volume and Price Variability 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices 1987The Relation Between Price Changes and Trading Volume: A Survey 2001How Distance, Language, and Culture Influence Stockholdings and Trades 1993Differences of Opinion Make a Horse Race 1983The Price Variability-Volume Relationship on Speculative Markets

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Details

Year2004

Typepreprint

Published2004-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations61

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.348086

openalex_workW2114899663

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