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There are 922944 results for: content related to: Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility

  1. TRADING VOLUME, VOLATILITY, AND GARCH EFFECTS IN THE SOUTH KOREAN WON/US DOLLAR EXCHANGE MARKET: EVIDENCE FROM CONDITIONAL QUANTILE ESTIMATION

    Japanese Economic Review

    Volume 58, Issue 3, September 2007, Pages: 382–399, BEUM-JO PARK

    Article first published online : 6 AUG 2007, DOI: 10.1111/j.1468-5876.2007.00386.x

  2. An examination of the complementary volume–volatility information theories

    Journal of Futures Markets

    Volume 28, Issue 10, October 2008, Pages: 963–992, Zhiyao Chen and Robert T. Daigler

    Article first published online : 7 AUG 2008, DOI: 10.1002/fut.20344

  3. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 975–1005, TORBEN G. ANDERSEN and TIM BOLLERSLEV

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02722.x

  4. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models

    The Journal of Finance

    Volume 65, Issue 2, April 2010, Pages: 603–653, TORBEN G. ANDERSEN and LUCA BENZONI

    Article first published online : 19 MAR 2010, DOI: 10.1111/j.1540-6261.2009.01546.x

  5. News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns

    The Journal of Finance

    Volume 59, Issue 2, April 2004, Pages: 755–793, John M. Maheu and Thomas H. McCurdy

    Article first published online : 25 MAR 2004, DOI: 10.1111/j.1540-6261.2004.00648.x

  6. THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES

    Bulletin of Economic Research

    Volume 64, Issue 1, January 2012, Pages: 65–90, Bartosz Gębka

    Article first published online : 29 JAN 2011, DOI: 10.1111/j.1467-8586.2010.00371.x

  7. Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares

    Accounting & Finance

    Volume 51, Issue 3, September 2011, Pages: 661–683, James Richard Cummings and Alex Frino

    Article first published online : 16 AUG 2010, DOI: 10.1111/j.1467-629X.2010.00365.x

  8. Trading Volume and Market Volatility: Developed versus Emerging Stock Markets

    Financial Review

    Volume 42, Issue 3, August 2007, Pages: 429–459, Eric Girard and Rita Biswas

    Article first published online : 30 AUG 2007, DOI: 10.1111/j.1540-6288.2007.00178.x

  9. The Determinants of Future U.S. Monetary Policy: High-Frequency Evidence

    Journal of Money, Credit and Banking

    Volume 42, Issue 2-3, March - April 2010, Pages: 399–420, NICHOLAS TAYLOR

    Article first published online : 22 MAR 2010, DOI: 10.1111/j.1538-4616.2009.00292.x

  10. Return-volume dynamics in futures markets

    Journal of Futures Markets

    Volume 18, Issue 4, June 1998, Pages: 399–426, Ahmet E. Kocagil and Yochanan Shachmurove

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199806)18:4<399::AID-FUT3>3.0.CO;2-U

  11. Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1639–1664, CRAIG HIEMSTRA and JONATHAN D. JONES

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04776.x

  12. R&D Intensity and the Value of Analysts’ Recommendations

    Contemporary Accounting Research

    Volume 29, Issue 2, Summer 2012 (June), Pages: 621–654, DAN PALMON and ARI YEZEGEL

    Article first published online : 22 NOV 2011, DOI: 10.1111/j.1911-3846.2011.01117.x

  13. An empirical examination of the relation between futures spreads volatility, volume, and open interest

    Journal of Futures Markets

    Volume 22, Issue 11, November 2002, Pages: 1083–1102, Paul Berhanu Girma and Mbodja Mougoué

    Article first published online : 24 SEP 2002, DOI: 10.1002/fut.10047

  14. You have free access to this content
    Investor Psychology and Security Market Under- and Overreactions

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1839–1885, Kent Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00077

  15. Firm-specific news arrival and the volatility of intraday stock index and futures returns

    The Handbook of News Analytics in Finance

    Petko S. Kalev, Huu Nhan Duong, Pages: 271–288, 2012

    Published Online : 25 MAY 2012, DOI: 10.1002/9781118467411.ch12

  16. Transparency, Liquidity, and Valuation: International Evidence on When Transparency Matters Most

    Journal of Accounting Research

    Volume 50, Issue 3, June 2012, Pages: 729–774, MARK LANG, KARL V. LINS and MARK MAFFETT

    Article first published online : 25 APR 2012, DOI: 10.1111/j.1475-679X.2012.00442.x

  17. Association Between Borrower and Lender State Ownership and Accounting Conservatism

    Journal of Accounting Research

    Volume 48, Issue 5, December 2010, Pages: 973–1014, HANWEN CHEN, JEFF ZEYUN CHEN, GERALD J. LOBO and YANYAN WANG

    Article first published online : 17 AUG 2010, DOI: 10.1111/j.1475-679X.2010.00385.x

  18. Price Discovery and Dissemination of Private Information by Loan Syndicate Participants

    Journal of Accounting Research

    Volume 48, Issue 5, December 2010, Pages: 921–972, ROBERT M. BUSHMAN, ABBIE J. SMITH and REGINA WITTENBERG-MOERMAN

    Article first published online : 19 AUG 2010, DOI: 10.1111/j.1475-679X.2010.00384.x

  19. Trading volume, bid–ask spread, and price volatility in futures markets

    Journal of Futures Markets

    Volume 20, Issue 10, November 2000, Pages: 943–970, George H. K. Wang and Jot Yau

    Article first published online : 2 NOV 2000, DOI: 10.1002/1096-9934(200011)20:10<943::AID-FUT4>3.0.CO;2-8

  20. Commodity Spot Prices: An Exploratory Assessment of Market Structure and Forward-Trading Effects

    Economica

    Volume 73, Issue 290, May 2006, Pages: 229–256, MARGARET E. SLADE and HENRY THILLE

    Article first published online : 1 FEB 2006, DOI: 10.1111/j.1468-0335.2006.00480.x