Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange
| Year of publication: |
2008
|
|---|---|
| Authors: | Gebka, Bartosz |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 17.2008, 1, p. 134-155
|
| Publisher: |
Elsevier |