## Abstract This article provides empirical evidence on the intraday relation between spot volatility and trading volume in the Spanish stock index futures market. GARCH methodology is used to estimate spot volatility. We analyze the potential relation between spot and futures trading volume and sp
โฆ LIBER โฆ
THE ASSOCIATION OF STOCK MARKET VOLATILITY AND PARALLEL TRADING BY UK INSTITUTIONAL INVESTORS
โ Scribed by S.L. Lee; C.W.R. Ward
- Book ID
- 111104970
- Publisher
- John Wiley and Sons
- Year
- 1980
- Tongue
- English
- Weight
- 537 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0306-686X
No coin nor oath required. For personal study only.
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