Dynamic relationship between volume and volatility in the Chinese stock market: evidence from the MS-VAR model
Since market uncertainty, or volatility, serves as a crucial gauge for assessing the traits of market fluctuations, the link between stock market volume and price continues to be a focal point of interest in finance. This study examines the dynamic, nonlinear correlations between Chinese stock volat...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
KeAi Communications Co. Ltd.
2024-03-01
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| Series: | Data Science and Management |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666764923000413 |