VOLUME-VOLATILITY RELATIONSHIPS FOR CRUDE-OIL FUTURES MARKETS

[11] NAJAND M, 1991, J FUTURES MARKETS, V11, P613

[12] INFORMATION AND VOLATILITY - THE NO-ARBITRAGE MARTINGALE APPROACH TO TIMING AND RESOLUTION IRRELEVANCY [J]. JOURNAL OF FINANCE, 1989, 44 (01) : 1 - 17

[13] A FURTHER EXAMINATION OF STOCK-PRICE CHANGES AND TRANSACTION VOLUME [J]. JOURNAL OF FINANCIAL RESEARCH, 1985, 8 (03) : 217 - 225

[14] THE PRICE VARIABILITY-VOLUME RELATIONSHIP ON SPECULATIVE MARKETS [J]. ECONOMETRICA, 1983, 51 (02) : 485 - 505

[15] BUBBLES AND VOLATILITY OF STOCK-PRICES - EFFECT OF MIMETIC CONTAGION [J]. ECONOMIC JOURNAL, 1991, 101 (407) : 786 - 800

[11] NAJAND M, 1991, J FUTURES MARKETS, V11, P613

[12] INFORMATION AND VOLATILITY - THE NO-ARBITRAGE MARTINGALE APPROACH TO TIMING AND RESOLUTION IRRELEVANCY [J]. JOURNAL OF FINANCE, 1989, 44 (01) : 1 - 17

[13] A FURTHER EXAMINATION OF STOCK-PRICE CHANGES AND TRANSACTION VOLUME [J]. JOURNAL OF FINANCIAL RESEARCH, 1985, 8 (03) : 217 - 225

[14] THE PRICE VARIABILITY-VOLUME RELATIONSHIP ON SPECULATIVE MARKETS [J]. ECONOMETRICA, 1983, 51 (02) : 485 - 505

[15] BUBBLES AND VOLATILITY OF STOCK-PRICES - EFFECT OF MIMETIC CONTAGION [J]. ECONOMIC JOURNAL, 1991, 101 (407) : 786 - 800