Volume and volatility in a common-factor mixture of distributions model
Year of publication: |
2014
|
---|---|
Authors: | He, Xiaojun ; Velu, Raja P. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 49.2014, 1, p. 33-49
|
Subject: | Kapitalmarktrendite | Capital market returns | Handelsvolumen der Börse | Trading volume | Kapitalmarkttheorie | Financial economics | Struktur-Verhalten-Ergebnis- Paradigma | Structure-conduct-performance paradigm | USA | United States | 2007 |
-
Belief Dispersion in the Stock Market
Atmaz, Adem, (2017)
-
Belief dispersion in the stock market
Atmaz, Adem, (2017)
-
Are transactions and market orders more important than limit orders in the quote updating process?
Kaniel, Ron, (1998)
- More ...
-
Volume and Volatility in a Common-Factor Mixture of Distributions Model
He, Xiaojun, (2014)
-
Commonality, Information and Cross-Sectional Return / Volume Interactions
He, Xiaojun, (2003)
-
Commonality, Information and Return/Return Volatility - Volume Relationship
He, Xiaojun, (2003)
- More ...