Title of article
Intraday trading volume and return volatility of the DJIA stocks: A note
Author/Authors
Ali F. Darrat، نويسنده , , Shafiqur Rahman، نويسنده , , Maosen Zhong، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
9
From page
2035
To page
2043
Keywords
Return volatility , trading volume , EGARCH , Pooled Granger-causality , DJIA
Journal title
Journal of Banking and Finance
Serial Year
2003
Journal title
Journal of Banking and Finance
Record number
193539
Link To Document