Aug 08 2020 Kais Tissaoui , Taha Zaghdoudi and Khaled issa Alfreahat   Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach.     Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 13 2017 Chi Dong , Hooi Hooi Lean and Zamri Ahmad   Intra-industry information diffusion in China's stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 14 2014 Tobias R. Rühl and Michael Stein   The impact of financial transaction taxes: Evidence from Italy   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 09 2011 Loredana Ureche-Rangau , Fabien Collado and Ulysse Galiay   The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 04 2010 Kian-ping Lim and Chee-wooi Hooy   The delay of stock price adjustment to information: A country-level analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2009 Ching-Chun Wei   An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 14 2008 Shyh-Wei Chen   Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market   Abstract  Contact Information  Citation  Full Text  -  Note