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Time and dynamic volume-volatility relation. (2006). Wu, Chunchi ; Xu, Xiaoqing Eleanor ; Chen, Peter.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:30:y:2006:i:5:p:1535-1558.

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Cited: 29

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  1. The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng.
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  2. The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn.
    In: The North American Journal of Economics and Finance.
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  3. Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab.
    In: Research in International Business and Finance.
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  4. Do exchange-traded fund activities destabilize the stock market? Evidence from the China securities index 300 stocks. (2023). Xu, Liao ; Chen, Jilong.
    In: Economic Modelling.
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  5. Stock and market index prediction using Informer network. (2023). Guo, Qiwen ; Zhang, Hailong ; Lu, Yuze.
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  6. The role of consumer data in marketing: A research agenda. (2022). Reyes-Menendez, Ana ; Alcaiz, Mariano ; Kastanakis, Minas N ; Lee, Hsin-Hsuan Meg ; Blasco-Arcas, Lorena.
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  7. Photo sentiment and stock returns around the world. (2022). Chiah, Mardy ; Zhong, Angel ; Hu, Xiaolu.
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  8. Pricing Stocks with Trading Volumes. (2022). Zhang, Ran ; Lu, Yang ; Li, Yutian ; Duan, Ben.
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  9. The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures. (2020). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Kao, Yu-Sheng.
    In: The North American Journal of Economics and Finance.
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  10. Cum-Ex Trading – The Biggest Fraud in History?. (2020). Wei, Xiaopeng ; Wagner, Moritz.
    In: Working Papers in Economics.
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  11. Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis. (2019). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Wang, Pengfei.
    In: Journal of Economic Interaction and Coordination.
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  12. Comprehensive market microstructure model: considering the inventory holding costs. (2017). Ryu, Doojin.
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  13. Explore the Impact of the Trading Value, The Oil Price and Quantitative Easing Policy on the Taiwan and Korea Stock Market Return with Quantile Regression. (2017). Hsu, Tzu-Kuang ; Tsai, Chin-Chang .
    In: Asian Economic and Financial Review.
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  14. Trade duration, informed trading, and option moneyness. (2016). Park, Seongkyu (Gilbert) ; Chung, Keeh ; Ryu, Doojin.
    In: International Review of Economics & Finance.
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  15. State and group dynamics of world stock market by principal component analysis. (2016). Nobi, Ashadun ; Lee, Jaewoo.
    In: Physica A: Statistical Mechanics and its Applications.
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  16. Dynamic spillover effects in futures markets: UK and US evidence. (2016). Floros, Christos ; Antonakakis, Nikolaos ; Kizys, Renatas.
    In: International Review of Financial Analysis.
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  17. Information content of inter-transaction time: A structural approach. (2015). Ryu, Doojin.
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  18. An empirical analysis of the Carbon Financial Instrument. (2014). Sabbaghi, Omid.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:2:p:209-234.

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  19. Dynamic Spillover Effects in Futures Markets. (2014). Floros, Christos ; Antonakakis, Nikolaos ; Kizys, Renatas.
    In: MPRA Paper.
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  20. A microstructure analysis of the carbon finance market. (2014). Hyde, Stuart ; Bredin, Don ; Muckley, Cal.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:222-234.

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  21. Revisiting the empirical linkages between stock returns and trading volume. (2012). Chen, Shiu-Sheng.
    In: MPRA Paper.
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  22. Revisiting the empirical linkages between stock returns and trading volume. (2012). Chen, Shiu-Sheng.
    In: Journal of Banking & Finance.
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  23. Trading Activity and Financial Market Integration. (2012). Lee, Chia-Hao ; Pei-I Chou, ; Pei-I Chou, .
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  24. Optimal VWAP trading under noisy conditions. (2011). Humphery-Jenner, Mark ; Humphèry, Mark ; Humphery von Jenner, Mark.
    In: Journal of Banking & Finance.
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  25. From Trade-to-Trade in US Treasuries. (2010). Henry, Ólan ; Dungey, Mardi.
    In: Working Papers.
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  26. AN EMPIRICAL STUDY OF VOLATILITY AND TRADING VOLUME DYNAMICS USING HIGH-FREQUENCY DATA. (2010). Lu, Wen-Cheng ; Lin, Fang-Jun .
    In: The International Journal of Business and Finance Research.
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  27. Causality in quantiles and dynamic stock return-volume relations. (2009). Lin, Hsin-Yi ; Kuan, Chung-Ming ; Chuang, Chia-Chang .
    In: Journal of Banking & Finance.
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  28. The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets. (2008). Chen, An-Sing ; Kao, Erin H. C., ; Fung, Hung-Gay.
    In: Mathematics and Computers in Simulation (MATCOM).
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  29. Causality in Quantiles and Dynamic Stock Return-Volume Relations. (2007). Lin, Hsin-Yi ; Kuan, Chung-Ming ; Chuang, Chia-Chang .
    In: IEAS Working Paper : academic research.
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  50. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns. (1996). Bollerslev, Tim ; Andersen, Torben.
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