Nonlinearity matters : the stock price : trading volume relation revisited
Year of publication: |
2021
|
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Authors: | Behrendt, Simon ; Schmidt, Alexander |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 98.2021, p. 371-385
|
Subject: | Information transfer | Nonlinear dynamics | Stock Returns | Trading volume | Börsenkurs | Share price | Handelsvolumen der Börse | Theorie | Theory | Kapitaleinkommen | Capital income | Schätzung | Estimation | Volatilität | Volatility | Nichtlineare Dynamik |
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