Shafiqur Rahman

Portland State University - School of Business Administration

Professor of Finance

Portland, OR 97207-0751

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

Intraday Trading Volume and Return Volatility of the Djia Stocks: A Note

Number of pages: 13 Posted: 06 Jan 2003
Ali F. Darrat, Shafiqur Rahman and Maosen Zhong
Louisiana Tech University - College of Business, Portland State University - School of Business Administration and University of Queensland - Business School
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Trading volume, Return volatility, EGARCH, Pooled Granger-causality

Intraday Trading Volume and Return Volatility of the Djia Stocks: A Note

Posted: 06 Jan 2003
Ali F. Darrat, Shafiqur Rahman and Maosen Zhong
Louisiana Tech University - College of Business, Portland State University - School of Business Administration and University of Queensland - Business School

Abstract:

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Trading volume, Return volatility, EGARCH, Pooled Granger-causality

2.

The Role of Futures Trading in Spot Market Fluctuations: Perpetrator of Volatility or Victim of Regret?

Posted: 27 Aug 2001
Ali F. Darrat, Shafiqur Rahman and Maosen Zhong
Louisiana Tech University - College of Business, Portland State University - School of Business Administration and University of Queensland - Business School

Abstract:

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futures trading, spot market volatility, exponential GARCH, regret theory