Sze Shih Ting

Monash University

Wellington Road

Clayton, Victoria 3168

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

262

CITATIONS

0

Scholarly Papers (2)

1.

Trading Activity and Realized Volatility: Evidence with Decomposed Trading Volume and Order Imbalance

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 37 Posted: 25 Aug 2010 Last Revised: 24 Nov 2010
Monash University, Monash University - Department of Econometrics and Business Statistics, The University of Western Australia and Monash University
Downloads 143 (200,581)

Abstract:

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Trading activity, realized volatility, order imbalance

2.

Modelling Price Movement and Trading Volume in Conditional Volatility

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 24 Aug 2009 Last Revised: 14 Dec 2009
Sze Shih Ting and Don U. A. Galagedera
Monash University and Monash University - Department of Econometrics and Business Statistics
Downloads 119 (231,424)

Abstract:

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Conditional volatility, trading volume, volatility persistence