Minimal returns and the breakdown of the price-volume relation
From MaRDI portal
Publication:1351765
DOI10.1016/0165-1765(95)00748-2zbMath0875.90048OpenAlexW2038882265MaRDI QIDQ1351765
Pierluigi Balduzzi, Francois Longin, Hedi Kallal
Publication date: 27 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(95)00748-2
Related Items (2)
An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern ⋮ Tail relation between return and volume in the US stock market: an analysis based on extreme value theory
Cites Work
This page was built for publication: Minimal returns and the breakdown of the price-volume relation
