Volume and the Nonlinear Dynamics of Stock Returns

Volume and the Nonlinear Dynamics of Stock Returns
Author :
Publisher :
Total Pages : 148
Release :
ISBN-10 : 3642457665
ISBN-13 : 9783642457661
Rating : 4/5 (661 Downloads)
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Book Synopsis Volume and the Nonlinear Dynamics of Stock Returns by : Chiente Hsu

Download or read book Volume and the Nonlinear Dynamics of Stock Returns written by Chiente Hsu and published by . This book was released on 1998-03-18 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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This manuscript is about the joint dynamics of stock returns and trading volume. It grew out of my attempt to construct an intertemporal asset pricing model wit