A state-space modeling of the information content of trading volume (2019)

First Author: Rzayev K

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.finmar.2019.100507

Publication URI: http://dx.doi.org/10.1016/j.finmar.2019.100507

Type: Journal Article/Review

Parent Publication: Journal of Financial Markets