Trading volume and the number of trades:a comparative study using high frequency data

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Izzeldin, Marwan;
(2007)
  • Publisher: The Department of Economics

Trading volume and the number of trades are both used as proxies for market activity, with disagreement as to which is the better proxy for market activity. This paper investigates this issue using high frequency data for Cisco and Intel in 1997. A number of econometric... View more
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