Testing for linear and nonlinear Granger causality in the stock price-volume relation
Year of publication: |
1994
|
---|---|
Authors: | Hiemstra, Craig |
Other Persons: | Jones, Jonathan D. (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 49.1994, 5, p. 1639-1664
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Theorie | Theory | USA | United States | 1915-1946 | 1947-1990 |
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