مرکز منطقه ای اطلاع رساني علوم و فناوري - Intraday volume and volatility relations with and without public news

Title of article :

Intraday volume and volatility relations with and without public news

Author/Authors :

Ali F. Darrat، نويسنده , , Maosen Zhong، نويسنده , , Louis T.W. Cheng، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

2711

To page :

2729

Keywords :

trading volume , Return volatility , Sample partitioning , Public news , Sequential information arrival , Overconfidence

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194100

Link To Document :