An empirical study of volatility and trading volume of...

An empirical study of volatility and trading volume of heterogeneity of traders using high-frequency data

Lu, Wen-Cheng, Wu, Chung-Han
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Volume:
14
Language:
english
Journal:
Journal of Statistics and Management Systems
DOI:
10.1080/09720510.2011.10701577
Date:
May, 2011
File:
PDF, 171 KB
english, 2011
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