Causality between trading volume and returns : evidence from quantile regressions
Bartosz Gebka; Mark E. Wohar
| Year of publication: |
2013
|
|---|---|
| Authors: | Ge̜bka, Bartosz ; Wohar, Mark E. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 27.2013, p. 144-159
|
| Subject: | Trading volume | Volume-return causality | Quantile regression | Handelsvolumen der Börse | Kausalanalyse | Causality analysis | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| 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/10009740837