Volume and the Nonlinear Dynamics of Stock Returns

By Chiente Hsu

Book Overview

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 with rational agents which can. explain the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3540636722
• ISBN13: 9783540636724
• Release Date: March 1998
• Publisher: Springer
• Length: 133 Pages
• Weight: 0.48 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"