Volatility Spillover Between Stock Prices and Trading Volume: Evidence From the Pre-, In-, and Post Global Financial Crisis Periods.
Letife OzdemirPublished in: Frontiers Appl. Math. Stat. (2019)
Keyphrases
- financial crisis
- stock price
- stock exchange
- financial data
- financial markets
- technical indicators
- dow jones
- exchange rate
- stock data
- stock market
- trading systems
- stock trading
- foreign exchange
- early warning
- non stationary
- financial time series
- option pricing
- historical data
- news articles
- stock market data
- stock returns
- game theory
- trading strategies
- cooperative
- investment strategies
- sustainable development