Commonality, Information and Cross-Sectional Return / Volume Interactions
| Year of publication: |
2003-08-01
|
|---|---|
| Authors: | He, Xiaojun ; Chen, Chunnan |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Mixture Distribution Hypothesis (MDH) | Common factors | Information | Return/Volume relation | Volatility/Volume relation |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 257 |
| Classification: | G0 - Financial Economics. General |
| Source: |
Persistent link: https://www.econbiz.de/10005345699