An empirical study on the role of trading volume and data frequency in volatility forecasting

Journal of Forecasting ◽

10.1002/for.2739 ◽

2020 ◽

Author(s):

Min Liu ◽

Chien‐Chiang Lee ◽

Wei‐Chong Choo

Keyword(s):

Empirical Study ◽

Trading Volume ◽

Volatility Forecasting ◽

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The role of trading volume in volatility forecasting

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2010.07.003 ◽

2010 ◽

Vol 20 (5) ◽

pp. 533-555 ◽

Author(s):

Van Le ◽

Ralf Zurbruegg

Keyword(s):

Trading Volume ◽

Volatility Forecasting

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Volatility forecasting: The role of lunch-break returns, overnight returns, trading volume and leverage effects

International Journal of Forecasting ◽

10.1016/j.ijforecast.2014.10.007 ◽

2015 ◽

Vol 31 (3) ◽

pp. 609-619 ◽

Author(s):

Xunxiao Wang ◽

Chongfeng Wu ◽

Weidong Xu

Keyword(s):

Trading Volume ◽

Volatility Forecasting ◽

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An Empirical Study of the Role of Trust in SNS

The e-Business Studies ◽

10.15719/geba.12.5.201112.183 ◽

2011 ◽

Vol 12 (5) ◽

pp. 183-205

Author(s):

Sunghoon Jung ◽

딴툿우

Keyword(s):

Empirical Study

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Conflict Resolution and the Role of Corporate Law Courts: An Empirical Study

SSRN Electronic Journal ◽

10.2139/ssrn.1448192 ◽

2009 ◽

Author(s):

Joseph A. McCahery ◽

Erik P. M. Vermeulen

Keyword(s):

Conflict Resolution ◽

Empirical Study ◽

Corporate Law ◽

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The Informational Efficiency of the Corporate Bond Market: What is the Role of Trading Volume?

SSRN Electronic Journal ◽

10.2139/ssrn.1913455 ◽

2011 ◽

Author(s):

Ehab Abdel-Tawab Yamani

Keyword(s):

Trading Volume ◽

Bond Market ◽

Corporate Bond ◽

Informational Efficiency ◽

Corporate Bond Market

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The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach

Energy Economics ◽

10.1016/j.eneco.2021.105140 ◽

2021 ◽

Vol 95 ◽

pp. 105140

Author(s):

Yuze Li ◽

Shangrong Jiang ◽

Xuerong Li ◽

Shouyang Wang

Keyword(s):

Deep Learning ◽

Learning Approach ◽

Volatility Forecasting ◽

Data Decomposition ◽

Oil Futures ◽

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The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China

Resources Policy ◽

10.1016/j.resourpol.2021.102173 ◽

2021 ◽

Vol 73 ◽

pp. 102173

Author(s):

Zibo Niu ◽

Yuanyuan Liu ◽

Wang Gao ◽

Hongwei Zhang

Keyword(s):

Crude Oil ◽

Futures Markets ◽

Volatility Forecasting ◽

Oil Futures ◽

Crude Oil Futures

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Framing in Political Evaluations. An Empirical Study on the Role of Positive and Negative Comparisons in Affect and Preference Construction

Journal of Political Marketing ◽

10.1080/15377857.2020.1869786 ◽

2021 ◽

pp. 1-15

Author(s):

Magdalena Jabłońska ◽

Andrzej Falkowski

Keyword(s):

Empirical Study ◽

Preference Construction

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Mediation Role of Customer Advocacy in Customer Loyalty and Brand Equity Relationship – An Empirical Study in Context to In-store Brands

Indian Journal of Science and Technology ◽

10.17485/ijst/2016/v9i45/104492 ◽

2016 ◽

Vol 9 (45) ◽

Author(s):

G. Shailesh ◽

D. Bhanusree Reddy

Keyword(s):

Empirical Study ◽

Brand Equity ◽

Customer Loyalty ◽

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Technological capability building in Indian manufacturing industry: an empirical study on the role of technology adoption and adaptation process

International Journal of Services and Operations Management ◽

10.1504/ijsom.2010.034440 ◽

2010 ◽

Vol 7 (2) ◽

pp. 252

Author(s):

A.P.S. Sethi ◽

J.S. Khamba ◽

N.A. Sushil ◽

R. Kiran

Keyword(s):

Technology Adoption ◽

Empirical Study ◽

Manufacturing Industry ◽

Technological Capability ◽

Adaptation Process ◽

Capability Building

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