Endogenous Trading Volume and Momentum in Stock-Return Volatility
| Year of publication: |
1994
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|---|---|
| Authors: | Lamoureux, Christopher G. ; Lastrapes, William D. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 12.1994, 2, p. 253-260
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