The volume and volatility relation in the Australian stock market
| Contribuinte(s) |
Singh, Harminder Duong, Huu Nhan |
|---|---|
| Data(s) |
01/06/2012
|
| Resumo |
The thesis studies the volume-volatility relation in the Australian Securities Market. It is concluded that the number of trades is the most important variable driving realized volatility. The average trade size is significant but its explanatory power is only trivial. Order imbalance does not drive volatility in the Australian market. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30048929/shahzad-digitalcopyright-2012.pdf http://dro.deakin.edu.au/eserv/DU:30048929/shahzad-volumevolatility-2012.pdf |
| Direitos |
The author |
| Tipo |
Thesis |
