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How does trading volume affect financial return distributions? · Study

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ArticleHow does trading volume affect financial return distributions?

Hung Xuan2014

OA

Articlebronze2014

How does trading volume affect financial return distributions?

Hung Xuan · Robert Brooks · Sirimon Treepongkaruna · Eliza Wu

26 citations·0/0 files stored·International Review of Financial Analysis

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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 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2003Modeling and Forecasting Realized Volatility 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices 1987The Relation Between Price Changes and Trading Volume: A Survey 2001The distribution of realized stock return volatility 2001The Distribution of Realized Exchange Rate Volatility

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2017Volatility spillover between the US, Chinese and Australian stock markets

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Year2014

Typearticle

Published2014-09-16

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.irfa.2014.09.003

openalex_workW3123576289

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