Abstract: This paper examines both the return-volume and volatility-volume movements on Bucharest Stock Exchange, in order to evaluate the impact of changes in

The relationship of stock returns and trading volume is the focus of much recent interest. I examine an economic model of a rational trader who operates in a ma

In this paper we study the dynamic relationship between trading volume, volatility, and stock returns at the international stock markets. First, we examine the

This dissertation, "Essays on Stock Trading Volume, Volatility and Information" by Hanfeng, Wang, 王漢鋒, was obtained from The University of Hong Kong (Pokf