Huaiyu Peter Chen

Youngstown State University

Youngstown, OH 44555

United States

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Scholarly Papers (1)

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Time and Dynamic Volume-Volatility Relation

Journal of Banking and Finance, Vol. 30, No. 5, pp. 1535-1558, 2006
Posted: 21 Mar 2006 Last Revised: 17 Mar 2011
Xiaoqing Eleanor Xu, Huaiyu Peter Chen and Chunchi Wu
Seton Hall University, Youngstown State University and SUNY at Buffalo - School of Management

Abstract:

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Time duration, Volatility-volume dynamics, Informed trading, Bid-ask spreads