Evidence of Stock Returns and Abnormal Trading Volume : A Quantile Regression Approach
Year of publication: |
2015
|
---|---|
Authors: | Chen, Cathy W. S. |
Other Persons: | So, Mike K. P. (contributor) ; Chiang, Thomas Chinan (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 8, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2555900 [DOI] |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Data-driven jump detection thresholds for application in jump regressions
Davies, Robert, (2015)
-
A Revised Trade-to-Trade Model for All Levels of Trading Thinness in Event Studies
Anderson, Warwick W., (2010)
-
Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns
Qian, Ya, (2021)
- More ...
-
Asymmetrical Responses to Stock Return News - Evidence from Global Markets Based on a Bayesian Model
Chiang, Thomas Chinan, (2009)
-
Asymmetric Return and Volatility Responses to Composite News from Stock Markets
Chiang, Thomas Chinan, (2016)
-
Returns and Volatility Asymmetries in Global Stock Markets
Chiang, Thomas Chinan, (2002)
- More ...