Heteroscedasticity in stock returns data revisited: volume versus GARCH effects

By M. F. Omran, Ed McKenzie. 2000

112 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/21d3faa1f695df86ff51a29c3fcbf09c1bed3637

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In Economics and Econometrics

1. Martin T. Bohl
2. Mohsen Bahmani-Oskooee *

In Finance

1. Mohsen Bahmani-Oskooee *

Citations in the corpus

• Trading volume and stock market volatility: The Polish case (2003, background): “This linkage has been documented, among others, for the U.S. stock market by Andersen (1996), Gallo and Pacini (2000), Kim and Kon (1994), and Lamoureux and Lastrapes (1990) and the UK stock market by Omran and McKenzie (2000).”