Trading volume, time-varying conditional volatility, and asymmetric volatility spillover in the Saudi stock market
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- Ezzat, Hassan & Kirkulak, Berna, 2014. "Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul)," MPRA Paper 61160, University Library of Munich, Germany.
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- Louhichi, Waël, 2011. "What drives the volume-volatility relationship on Euronext Paris?," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 200-206, August.
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KeywordsSaudi stock market Trading volume Time-varying conditional volatility Mixture of distribution hypothesis;
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