The dynamic relationship between stock returns and trading volume
Opens the author workspace Opens the author workspace b. Does the US Subprime Crisis Matter? Otavio Ribeiro De Medeiros Contact Author University of Brasilia email Campus Universitario Darcy Ribeiro Gleba A - Reitoria Brasilia, DF Brazil HOME PAGE: Baum If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. Engle, Robert F, If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form. We examine the dynamic relation between returns, volume, and volatility of stock indexes.