Trading volume and realized volatility forecasting: evidence from the China stock market
The existing contradictory findings on the contribution of trading volume to volatility forecasting prompt us to seek new solutions to test the sequential information arrival hypothesis (SIAH). Departing from other empirical analyses that mainly focus on sophisticated testing methods, this research...
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| Main Authors: | , , , |
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| Format: | Article |
| Published: |
John Wiley and Sons
2022
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| Online Access: | http://psasir.upm.edu.my/id/eprint/108331/ https://onlinelibrary.wiley.com/doi/10.1002/for.2897 |
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