Work

The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility

Year: 2012

Type: article

Source: Global Finance Journal

DOI: 10.1016/j.gfj.2012.01.001

Authors: Wen-I Chuang, Hsiang-Hsi Liu, Rauli Susmel

Institutions: National Taiwan University, National Taipei University, University of Houston

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2010864067

FWCI: 7.976

Cites: 69

Cited by: 83

Related to: 10