The empirical relationship between intraday volatility and trading volume : evidence from Chinese Stocks
Year of publication: |
2005
|
---|---|
Authors: | Tian, Gary G. ; Guo, Mingyuan ; Daly, Kevin James ; Valentine, T. J. ; Ellis, Craig ; Financial Markets Asia-Pacific Conference 3rd 26-27 May 2005 Sydney, N.S.W. |
Institutions: | University of Western Sydney ; University of Western Sydney ; University of Western Sydney ; College of Law and Business ; School of Economics and Finance |
Publisher: |
Sydney, N.S.W. University of Western Sydney |
Subject: | stocks | intraday returns | trading volume | volatility | stock exchanges | China |
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