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Intraday volume and volatility relations with and without public news

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  • Darrat, Ali F.
  • Zhong, Maosen
  • Cheng, Louis T.W.

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  • Darrat, Ali F. & Zhong, Maosen & Cheng, Louis T.W., 2007. "Intraday volume and volatility relations with and without public news," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2711-2729, September.
    • Handle: RePEc:eee:jbfina:v:31:y:2007:i:9:p:2711-2729
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    References listed on IDEAS

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    5. Terrance Odean., 1996. "Volume, Volatility, Price and Profit When All Trader Are Above Average," Research Program in Finance Working Papers RPF-266, University of California at Berkeley.
    6. Zhong, Maosen & Darrat, Ali F. & Anderson, Dwight C., 2003. "Do US stock prices deviate from their fundamental values? Some new evidence," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 673-697, April.
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