Citations (8)
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Kais Tissaoui & Chaker Aloui. (2014) Public and private information: Lessons from the emerging Tunisian stock market. International Journal of Management Science and Engineering Management 9:1, pages 48-77.
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Wael Louhichi. (2012) Does trading activity contain information to predict stock returns? Evidence from Euronext Paris. Applied Financial Economics 22:8, pages 625-632.
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Yong-Chern Su, Han-Ching Huang & Shiue-Fang Lin. (2012) Dynamic relations between order imbalance, volatility and return of top gainers. Applied Economics 44:12, pages 1509-1519.
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Loredana Ureche-Rangau & Quiterie de Rorthays. (2009) More on the volatility-trading volume relationship in emerging markets: The Chinese stock market. Journal of Applied Statistics 36:7, pages 779-799.
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Articles from other publishers (4)
Natthinee Thampanya, Junjie Wu, Muhammad Ali Nasir & Jia Liu. (2020) Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. Journal of International Financial Markets, Institutions and Money 65, pages 101193.
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M. Hakan Eratalay. (2016) Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study. International Econometric Review 8:2, pages 19-52.
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Anifowose Mutalib. (2012) Information Asymmetric Effect on the Stock Return Volatility in Nigerian Capital Market. SSRN Electronic Journal.
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Raj Aggarwal & Mbodja Mougoue. (2010) Trading Volume and Exchange Rate Volatility: Evidence for the Sequential Arrival of Information Hypothesis. SSRN Electronic Journal.
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