Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Mondher Bouattour and Anthony Miloudi
| Year of publication: |
2024
|
|---|---|
| Authors: | Bouattour, Mondher ; Miloudi, Anthony |
| Subject: | Stock returns | Turnover | Listed SMEs | Markov-switching model | Regime-dependent Granger causality | Behavioral bias | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Kausalanalyse | Causality analysis | Handelsvolumen der Börse | Trading volume | KMU | SME | Schätzung | Estimation | ARCH-Modell | ARCH model | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/RAF-02-2023-0045 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014512246