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Evidence on the Trade-Off between Risk and Return for IPO and SEO Firms

✍ Scribed by Alon Brav; Roni Michaely; Michael Roberts; Rebecca Zarutskie

Book ID
118073461
Publisher
Financial Management Association International (FMA)
Year
2009
Tongue
English
Weight
225 KB
Volume
38
Category
Article
ISSN
0046-3892

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New evidence on the relation between ret
New evidence on the relation between return volatility and trading volume
✍ Thomas C. Chiang; Zhuo Qiao; Wing-Keung Wong 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 122 KB

## Abstract In the empirical literature, it has been shown that there exists both linear and non‐linear bi‐directional causality between trading volumes and return volatility (measured by the square of daily return). We re‐examine this claim by using realized volatility as an estimator of the unobs