Nonlinear Dynamics And Stock Returns
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Volume and the Nonlinear Dynamics of Stock Returns
Author | : Chiente Hsu |
Publisher | : |
Total Pages | : 148 |
Release | : 1998-03-18 |
Genre | : |
ISBN | : 9783642457661 |
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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