![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Hatrick Kerr
Publisher: Springer Publishing Company
ISSN: 1387-2834
Source: Financial Engineering and the Japanese Markets, Vol.18, Iss.3, 2011-09, pp. : 291-317
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Intraday trading volume and return volatility of the DJIA stocks: A note
By Darrat A.F. Rahman S. Zhong M.
Journal of Banking and Finance, Vol. 27, Iss. 10, 2003-10 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Realized volatility in the futures markets
Journal of Empirical Finance, Vol. 10, Iss. 3, 2003-05 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Trading volume and stock market volatility: The Polish case
International Review of Financial Analysis, Vol. 12, Iss. 5, 2003-01 ,pp. :