The dynamic relation between stock returns, trading volume, and volatility
G Chen, M Firth, OM Rui - Financial Review, 2001 - Wiley Online Library
We examine the dynamic relation between returns, volume, and volatility of stock indexes.
The data come from nine national markets and cover the period from 1973 to 2000. The …
The data come from nine national markets and cover the period from 1973 to 2000. The …
The Dynamic Relation between Stock Returns, Trading Volume, and Volatility
G Chen, M Firth, OM Rui - The Financial Review, 2001 - ideas.repec.org
We examine the dynamic relation between returns, volume, and volatility of stock indexes.
The data come from nine national markets and cover the period from 1973 to 2000. The …
The data come from nine national markets and cover the period from 1973 to 2000. The …
[PDF][PDF] The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility
G Chen - The Financial Review, 2001 - researchgate.net
We examine the dynamic relation between returns, volume, and volatility of stock indexes.
The data come from nine national markets and cover the period from 1973 to 2000. The …
The data come from nine national markets and cover the period from 1973 to 2000. The …
The dynamic relation between stock returns, trading volume, and volatility
C Gong-meng, M Firth, OM Rui - The Financial Review, 2001 - search.proquest.com
This study examines the dynamic relation between returns, volume and volatility of stock
indexes. The data come from 9 national markets and cover the period from 1973 to 2000 …
indexes. The data come from 9 national markets and cover the period from 1973 to 2000 …
The Dynamic Relation between Stock Returns, Trading Volume, and Volatility
G Chen, M Firth, OM Rui - Trading Volume, and Volatility - papers.ssrn.com
We examine the dynamic relation between returns, volume, and volatility of stock indexes.
The data come from nine national markets and cover the period from 1973 to 2000. The …
The data come from nine national markets and cover the period from 1973 to 2000. The …
The dynamic relation between stock returns, trading volume, and volatility
G Chen, M Firth, OM Rui - The Financial Review, 2001 - elibrary.ru
This study examines the dynamic relation between returns, volume and volatility of stock
indexes. The data come from 9 national markets and cover the period from 1973 to 2000 …
indexes. The data come from 9 national markets and cover the period from 1973 to 2000 …
The Dynamic Relation between Stock Returns, Trading Volume, and Volatility
G Chen, M Firth, O Rui - The Financial Review, 2001 - econpapers.repec.org
We examine the dynamic relation between returns, volume, and volatility of stock indexes.
The data come from nine national markets and cover the period from 1973 to 2000. The …
The data come from nine national markets and cover the period from 1973 to 2000. The …
The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility
G Chen, M Firth, OM Rui - Financial Review, 2001 - cir.nii.ac.jp
抄録< jats: title> Abstract</jats: title>< jats: p> We examine the dynamic relation between
returns, volume, and volatility of stock indexes. The data come from nine national markets …
returns, volume, and volatility of stock indexes. The data come from nine national markets …
The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility.
G Chen, M Firth, OM Rui - Financial Review, 2001 - search.ebscohost.com
We examine the dynamic relation between returns, volume, and volatility of stock indexes.
The data come from nine national markets and cover the period from 1973 to 2000. The …
The data come from nine national markets and cover the period from 1973 to 2000. The …