Does trading volume really explain stock returns volatility?

T Ané, L Ureche-Rangau - Journal of International Financial Markets …, 2008 - Elsevier
Assuming that the variance of daily price changes and trading volume are both driven by the
same latent variable measuring the number of price-relevant information arriving on the …
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[PDF][PDF] Does Trading Volume Really Explain Stock Returns Volatility?

T Ané, L Ureche-Rangau - sta.uwi.edu
Assuming that the variance of daily price changes and trading volume are both driven by the
same latent variable measuring the number of price-relevant information arriving on the …

[引用][C] Does Trading Volume Really Explain Stock Returns Volatility?

T Ane, L Ureche-Rangau - Journal of International Financial Markets …, 2008 - hal.science
Does Trading Volume Really Explain Stock Returns Volatility ? - Archive ouverte HAL Accéder
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[引用][C] Does Trading Volume Really Explain Stock Returns Volatility?

T Ane, L Ureche-Rangau - Journal of International Financial Markets …, 2008 - shs.hal.science
Does Trading Volume Really Explain Stock Returns Volatility ? - HAL-SHS - Sciences de l'Homme
et de la Société Accéder directement au contenu Documentation FR Français (FR) Anglais (EN) …

Does trading volume really explain stock returns volatility?

T Ané, L Ureche-Rangau - … of International Financial Markets, Institutions & …, 2008 - infona.pl
Assuming that the variance of daily price changes and trading volume are both driven by the
same latent variable measuring the number of price-relevant information arriving on the …
[PDF] core.ac.uk

[PDF][PDF] Does Trading Volume Really Explain Stock Returns Volatility?

T Ané, L Ureche-Rangau - core.ac.uk
Assuming that the variance of daily price changes and trading volume are both driven by the
same latent variable measuring the number of price-relevant information arriving on the …
[PDF] academia.edu

[PDF][PDF] Does Trading Volume Really Explain Stock Returns Volatility?

T Ané, L Ureche-Rangau - academia.edu
Assuming that the variance of daily price changes and trading volume are both driven by the
same latent variable measuring the number of price-relevant information arriving on the …
[PDF] psu.edu

[PDF][PDF] Does Trading Volume Really Explain Stock Returns Volatility?

T Ané, L Ureche-Rangau - Citeseer
Assuming that the variance of daily price changes and trading volume are both driven by the
same latent variable measuring the number of price-relevant information arriving on the …

Does trading volume really explain stock returns volatility?

T Ané, L Ureche-Rangau - Journal of International Financial Markets …, 2008 - ideas.repec.org
Assuming that the variance of daily price changes and trading volume are both driven by the
same latent variable measuring the number of price-relevant information arriving on the …

Does trading volume really explain stock returns volatility?

T Ané, L Ureche-Rangau - Journal of International Financial …, 2008 - econpapers.repec.org
Assuming that the variance of daily price changes and trading volume are both driven by the
same latent variable measuring the number of price-relevant information arriving on the …