Testing of Dependencies between Stock Returns and Trading Volume by High Frequency Data
This paper is concerned with a dependence analysis of returns, return volatility and trading volume for five companies listed on the Vienna Stock Exchange and five from theWarsaw Stock Exchange. Taking into account high frequency data for these companies, tests based on a comparison of Bernstein cop...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
University of Primorska
2013-09-01
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| coleção: | Managing Global Transitions |
| Assuntos: | |
| Acesso em linha: | http://www.fm-kp.si/zalozba/ISSN/1581-6311/11_353-373.pdf |
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