Trading volume, realized volatility and jumps in the Australian stock market

Autoria(s): Shahzad, Hassan; Duong, Huu Nhan; Kalev, Petko S.; Singh, Harminder
Data(s)

01/07/2014
Identificador

http://hdl.handle.net/10536/DRO/DU:30065100
Idioma(s)

eng
Publicador

Elsevier
Relação

http://dro.deakin.edu.au/eserv/DU:30065100/singh-tradingvolume-2014.pdf

http://dro.deakin.edu.au/eserv/DU:30065100/singh-tradingvolume-evid-2014.pdf

http://doi.org/10.1016/j.intfin.2014.04.009
Direitos

2014, Elsevier
Palavras-Chave #information flow #jump #volatility
Tipo

Journal Article
Acesso ao item digital