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

Version 2 2024-06-03, 14:54
Version 1 2014-10-28, 10:36
journal contribution
posted on 2024-06-03, 14:54 authored by H Shahzad, H Duong, P Kalev, Harminder SinghHarminder Singh
Trading volume, realized volatility and jumps in the Australian stock market

History

Journal

Journal of international financial markets, institutions & money

Volume

31

Pagination

414-430

Location

Amsterdam, The Netherlands

ISSN

1042-4431

eISSN

1873-0612

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2014, Elsevier

Issue

1

Publisher

Elsevier

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