… examines volume and volatility dynamics by accounting for market activity measured by
the time … We define the standardized volume and volatility per unit of time as the duration-based …

… trading volume and volatility, and at the same time we document new patterns in the
dynamics between stock volatility and trading volume. Specifically, we find that trading volume …

… We examine the dynamic relation between returns, volume, and volatility of stock indexes.
The … of time. To allow for a nonlinear time trend and a linear trend, we include a quadratic time …

… The objective of the study is to measure the relationship between trading volume and returns;
and change in trading volume and returns of stocks in Pakistan. Various techniques such …

… volume-conditional volatility distribution scales with volume as a power-law function with an
exponential cutoff. We exploit the characteristics of a volume-volatility … unusually volatile time …

… volume and return volatility given their positive relationship. We also examine the nature of
the relationships between return volatility, volume … This volume metric produces a stable time …

… Finally, we investigate the extent to which the local time path of volume affects the serial
correlation properties of stock price changes. This effort is motivated by the evidence reported in …

… relationship between return, volume and volatility dynamics … time varying variance in a
process and can adequately represent return volatility) in the study of return- volume relationship …

… find out long run volatility clustering on the variables. … relationship between price and volume.
The study found that there was a significant positive relationship between price and volume …

… dynamics of expected returns, it is not clear how they can be extended to study the interplay
between time, volume and volatility. … in concern exactly the relationship between these three …