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Trading volume, realized volatility and jumps in the Australian stock market

Shahzad, Hassan, Duong, Huu Nhan, Kalev, Petko S. and Singh, Harminder 2014, Trading volume, realized volatility and jumps in the Australian stock market, Journal of international financial markets, institutions & money, vol. 31, no. 1, pp. 414-430, doi: 10.1016/j.intfin.2014.04.009.

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Title Trading volume, realized volatility and jumps in the Australian stock market
Author(s) Shahzad, Hassan
Duong, Huu Nhan
Kalev, Petko S.
Singh, Harminder
Journal name Journal of international financial markets, institutions & money
Volume number 31
Issue number 1
Start page 414
End page 430
Total pages 17
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2014-07
ISSN 1042-4431
1873-0612
Keyword(s) information flow
jump
volatility
Language eng
DOI 10.1016/j.intfin.2014.04.009
Field of Research 150201 Finance
Socio Economic Objective 910109 Savings and Investments
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2014, Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30065100

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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Citation counts: TR Web of Science Citation Count  Cited 5 times in TR Web of Science
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Created: Fri, 25 Jul 2014, 12:36:59 EST by Gloria Stevenson

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