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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- repec:eee:riibaf:v:44:y:2018:i:c:p:88-99 is not listed on IDEAS
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KeywordsVolume Conditional volatility Number of transactions Size of trades Market microstructure Euronext Paris;
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