Cheung, Yin-Wong (contributor) - 2006
indexes are cointegrated. Data on openings, closings, and trading volume are found to offer incremental explanatory power for … lows to the shocks depend on whether data on openings, closings, and trading volume are included in the analysis. … US stock price indexes are cointegrated. Data on openings,
closings, and trading volume are found to offer incremental …