Trading volume and stock market volatility: The Polish case

By Martin T. Bohl, Harald Henke. 2003

119 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4441bd4c694452244afe6a6cc6e7865d5a73ae65

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Evézen Kocenda
2. Balázs Égert
3. Ali M. Kutan
4. Alessio Ciarlone

In Finance

1. Evézen Kocenda
2. Balázs Égert

Citations in the corpus

• Interdependence between Eastern and Western European stock markets: Evidence from intraday data (2007, result): “Regarding short-term linkages, Bohl and Henke (2003) show for daily stock market volatility for 20 Polish stocks that volatility persistence tends to disappear when trading volume is included in the conditional variance equation, a result that is in agreement with the findings of studies on…”