---
title: Equity Vol. & Spreads in Market Volatility
url: https://www.ml-quant.com/papers/ssrn/4684471/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4684471
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4684471
featured: 2024-01-09
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4684471
- Identifier: SSRN 4684471
- Released: 2023-12-31
- First featured: Quant Letter No. 32 (2024-01-09): https://www.ml-quant.com/issues/2024-01-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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