Stock returns and trading volume : does size matter?
Azhar Assan; Sony Thomas
| Year of publication: |
2013
|
|---|---|
| Authors: | Assan, Azhar ; Thomas, Sony |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 10.2013, 3, p. 76-88
|
| Subject: | trading volume | VAR (vector auto regression) | GCBEW (Granger Causality/Block Exogeneity Wald tests) | impulse response function and variance decomposition analysis | Handelsvolumen der Börse | Trading volume | VAR-Modell | VAR model | Schätzung | Estimation | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10010201507