The dynamic relationship between stock returns and trading volume revisited : a MODWT-VAR approach
Suman Gupta, Debojyoti Das, Haslifah Hasim, Aviral Kumar Tiwari
| Year of publication: |
2018
|
|---|---|
| Authors: | Gupta, Suman ; Das, Debojyoti ; Hasim, Haslifah Mohamad ; Tiwari, Aviral Kumar |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 27.2018, p. 91-98
|
| Subject: | Market returns | Time-frequency domain | Trading volume | Wavelet | Handelsvolumen der Börse | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.02.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006750