P.O. Box 13 - 5053
Chouran-Beirut 1102 2801
Lebanon
http://www.lau.edu.lb
Lebanese American University
Industry, Granger-causality, Volatility spillovers, feedbacks
Oil Products, Volatility Spillover, Volatility Index, GARCH
Crude Oil Market, Gasoline Market, Industry Volatility, Sequential Information
Transaction costs, ACD, Volatility, Information Asymmetry
Trading intensity, trade duration, autocorrelation, order flow