Volatility Spillover Between Stock Prices and Trading Volume: Evidence From the Pre-, In-, and Post Global Financial Crisis Periods
Stock prices and trading volumes are two important indicators of financial markets. As a result of the fluctuations caused by the economic crises in the markets, it is seen that the variance does not remain constant in financial market data over time. For this reason, in this study, volatility spill...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2020-01-01
|
| Series: | Frontiers in Applied Mathematics and Statistics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/article/10.3389/fams.2019.00065/full |