A reconsideration of the volume-volatility relationship in the futures market for stocks

Imad A Moosa, Bernard Eugene Bollen

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	78 - 88
Number of pages	11
Journal	Asia Pacific Journal of Economics and Business
Volume	7
Issue number	2
Publication status	Published - 2003

Cite this

@article{e7e4e409b800403c844d9dd40a185aef,

title = "A reconsideration of the volume-volatility relationship in the futures market for stocks",

author = "Moosa, {Imad A} and Bollen, {Bernard Eugene}",

year = "2003",

language = "English",

volume = "7",

pages = "78 -- 88",

journal = "Asia Pacific Journal of Economics and Business",

issn = "1326-8481",

number = "2",

}