Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System
The present research investigates the impact of trading volume on stock return volatility using data from the Greek banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the period 5 January 2001–30 December 2020. This period inclu...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-04-01
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Series: | International Journal of Financial Studies |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7072/9/2/24 |