What drives the volume-volatility relationship on Euronext Paris?
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Liu, Xinghua & Liu, Xin & Liang, Xiaobei, 2015. "Information-driven trade and price–volume relationship in artificial stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 430(C), pages 73-80.
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Elsevier, vol. 59(C), pages 329-334.
- Fredj Jawadi & WaÃ«l Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou, 2017. "On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis," EconomiX Working Papers 2017-11, University of Paris Nanterre, EconomiX.
- Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas, 2016. "Dynamic spillover effects in futures markets: UK and US evidence," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 406-418.
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KeywordsVolume Conditional volatility Number of transactions Size of trades Market microstructure Euronext Paris;
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