Showing 1 - 10 of 5,158
Persistent link: https://www.econbiz.de/10002485077
Persistent link: https://www.econbiz.de/10003060721
Persistent link: https://www.econbiz.de/10001220383
Persistent link: https://www.econbiz.de/10008660620
Persistent link: https://www.econbiz.de/10000641845
Persistent link: https://www.econbiz.de/10003929327
Persistent link: https://www.econbiz.de/10011301974
Persistent link: https://www.econbiz.de/10010477138
This paper investigates the Information content of daily trading volume with respect to the long-run or high persistent and the short-run or transitory components of the volatility of daily stock market returns using bivariate mixture models. For this purpose, the Standard bivariate mixture...
Persistent link: https://www.econbiz.de/10010407096
Persistent link: https://www.econbiz.de/10001595077