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My bibliography Save this articleAsymmetric volume volatility causality in dual listing H-shares
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DOI: 10.1057/s41260-022-00275-z
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- Cheuathonghua, Massaporn & Padungsaksawasdi, Chaiyuth, 2024. "The volume-implied volatility relation in financial markets: A behavioral explanation," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
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Keywords
Volume-volatility; Granger causality; TARCH model; ADR;All these keywords.
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