The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility
Year of publication: |
2012
|
---|---|
Authors: | Chuang, Wen-I ; Liu, Hsiang-Hsi ; Susmel, Rauli |
Published in: |
Global Finance Journal. - Elsevier, ISSN 1044-0283. - Vol. 23.2012, 1, p. 1-15
|
Publisher: |
Elsevier |
Subject: | Stock returns | Trading volume | Return volatility | Contemporaneous and causal relations | GJR-GARCH |
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