Trading volume and serial correlation in stock returns : a threshold regression approach

Publisher: Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University

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Material Type: 文書・図像類
Title: Trading volume and serial correlation in stock returns : a threshold regression approach
Author/Editor: Morimoto, Shoko
Shintani, Mototsugu
Author Heading: Morimoto, Shoko
Shintani, Mototsugu
https://nrid.nii.ac.jp/nrid/1000000252718
Publication, Distribution, etc.: Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University
Publication Date: 2010-12
Publication Date (W3CDTF): 2010-12
Periodical title: Discussion Papers In Economics And Business
No. or year of volume/issue: 10-28
Volume: 10-28
Text Language Code: eng
Target Audience: 一般
Periodical Title (NCID): AA1160366X
https://ci.nii.ac.jp/ncid/AA1160366X
References (URI): URI
http://www2.econ.osaka-u.ac.jp/library/global/dp/1028.pdf
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 大阪大学 : 大阪大学学術情報庫　桜華