Buy-sell imbalance and the mean-variance relation
Year of publication: |
December 2016
|
---|---|
Authors: | Yang, Chunpeng ; Jia, Yun |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 40.2016, part A, p. 49-58
|
Subject: | Buy-sell imbalance | Mean-variance relation | Time-varying effect | Volatility | Volatilität | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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