Causal and dynamic relationships among stock returns, return volatility and trading volume : evidence from emerging markets in South-East Asia
Anirut Pisedtasalasai; Abeyratna Gunasekarage
| Year of publication: |
2007
|
|---|---|
| Authors: | Pisedtasalasai, Anirut ; Gunasekarage, Abeyratna |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 14.2007, 4, p. 277-297
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Südostasien | Southeast Asia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003757788