Title of article
Time and dynamic volume–volatility relation
Author/Authors
Xiaoqing Eleanor Xu، نويسنده , , Peter Chen، نويسنده , , Chunchi Wu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
24
From page
1535
To page
1558
Keywords
Time duration , Informed trading , Volatility–volume dynamics , Bid–ask spreads
Journal title
Journal of Banking and Finance
Serial Year
2006
Journal title
Journal of Banking and Finance
Record number
193881
Link To Document