most citedIntraday Seasonalities and Nonstationarity of Trading Volume in Financial Markets: Individual and Cross-Sectional Features

9 citations · 9 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.ST2018★ 9 cited

Intraday Seasonalities and Nonstationarity of Trading Volume in Financial Markets: Individual and Cross-Sectional Features

Michelle B Graczyk, Silvio M D Queirós

We study the intraday behaviour of the statistical moments of the trading volume of the blue chip equities that composed the Dow Jones Industrial Average index between 2003 and 201…