Volume, volatility, and leverage: A dynamic analysis

G Tauchen, H Zhang, M Liu - Journal of Econometrics, 1996 - Elsevier
This paper uses dynamic impulse response analysis to investigate the interrelationships
among stock price volatility, trading volume, and the leverage effect. Dynamic impulse …
被引用次数：165 相关文章

Volume, Volatility and Leverage: A Dynamic Analysis

G Tauchen, H Zhang, M Liu - 1995 - econpapers.repec.org
This paper uses dynamic impulse response analysis to investigate the interrelationships
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Volume, volatility, and leverage: A dynamic analysis

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This paper uses dynamic impulse response analysis to investigate the interrelationships
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[引用][C] Volume, volatility, and leverage: a dynamic analysis

GE Tauchen, H Zhang, M Liu - Journal of Econometrics, 1996 - elibrary.ru
[PDF] utdallas.edu

[PDF][PDF] Volume, volatility, and leverage: A dynamic analysis

Journal of Econometrics, 1996 - utdallas.edu
This paper uses dynamic impulse response analysis to investigate the interrelationships
among stock price volatility, trading volume, and the leverage effect. Dynamic impulse …

Volume, Volatility, and Leverage: A Dynamic Analysis

G Tauchen, M Liu, HH Zhang - Available at SSRN 37800, 1995 - papers.ssrn.com
This paper uses dynamic impulse response analysis to investigate the interrelationships
among stock price volatility, trading volume, and the leverage effect. Dynamic impulse …
[PDF] archive.org

[PDF][PDF] Volume, volatility, and leverage: A dynamic analysis

Journal of Econometrics, 1996 - scholar.archive.org
This paper uses dynamic impulse response analysis to investigate the interrelationships
among stock price volatility, trading volume, and the leverage effect. Dynamic impulse …

Volume, volatility, and leverage: A dynamic analysis

G Tauchen, H Zhang, M Liu - Journal of Econometrics, 1996 - ideas.repec.org
This paper uses dynamic impulse response analysis to investigate the interrelationships
among stock price volatility, trading volume, and the leverage effect. Dynamic impulse …

Volume, volatility, and leverage: A dynamic analysis

G Tauchen, H Zhang, M Liu - 1996 - dukespace.lib.duke.edu
This paper uses dynamic impulse response analysis to investigate the interrelationships
among stock price volatility, trading volume, and the leverage effect. Dynamic impulse …
[PDF] psu.edu

[PDF][PDF] Volume, volatility, and leverage: A dynamic analysis

Journal of Econometrics, 1996 - Citeseer
This paper uses dynamic impulse response analysis to investigate the interrelationships
among stock price volatility, trading volume, and the leverage effect. Dynamic impulse …