Trading volume and realized volatility forecasting: evidence from the China stock market

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Trading volume and realized volatility forecasting: evidence from the China stock market

The existing contradictory findings on the contribution of trading volume to volatility forecasting prompt us to seek new solutions to test the sequential information arrival hypothesis (SIAH). Departing from other empirical analyses that mainly focus on sophisticated testing methods, this research...

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Bibliographic Details
Main Authors:	Liu, Min, Choo, Wei-Chong, Lee, Chi-Chuan, Lee, Chien-Chiang
Format:	Article
Published:	John Wiley and Sons 2022
Online Access:	http://psasir.upm.edu.my/id/eprint/108331/

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