Equity Vol. & Spreads in Market Volatility
Research on the Russell 3000 Index from 2008-2022 shows a positive link between stock trading volume and volatility, indicating US stocks' resilience during volatile periods.
Featured in No. 32 on 9 Jan 2024 · 9 days after release
- Released
- 31 Dec 2023
- First featured
- No. 32 · 9 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- 3
- Identifier
- SSRN 4684471
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