Minimal returns and the breakdown of the price-volume relation
type: Item
instance of: scholarly article
title: Minimal returns and the breakdown of the price-volume relation
zbMATH Open document ID: 0875.90048
DOI: 10.1016/0165-1765(95)00748-2
author: Pierluigi Balduzzi
author: Francois Longin
author: Hédi Kallal
published in: Economics Letters
publication date: 1997-02-27T00:00:00Z
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 984508
zbMATH Keywords: Market crashes
MaRDI profile type: Publication
full work available at URL: 0165-1765(95)00748-2
OpenAlex ID: W2038882265
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
description: scientific article; zbMATH DE number 984508