Causality between trading volume and returns: Evidence from quantile regressions
Year of publication: |
2013
|
---|---|
Authors: | Gebka, Bartosz ; Wohar, Mark E. |
Published in: |
International Review of Economics & Finance. - Elsevier, ISSN 1059-0560. - Vol. 27.2013, C, p. 144-159
|
Publisher: |
Elsevier |
Subject: | Trading volume | Volume–return causality | Quantile regression |
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