The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses
Year of publication: |
2014-12-16
|
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Authors: | Brüggemann, Ralf ; Glaser, Markus ; Schaarschmidt, Stefan ; Stankiewicz, Sandra |
Institutions: | Fachbereich Wirtschaftswissenschaften, Universität Konstanz |
Subject: | asymmetric vector autoregression | asymmetric impulse response functions | stock return | trading volume |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2014-24 35 pages |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting ; C32 - Time-Series Models |
Source: |
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