Information content of volume: An investigation of Tokyo commodity futures markets

Pacific Basin Finance Journal

Volumn 10, Issue 2, 2002, Pages 201-215

  Ciner, Cetin ^a  

^a NORTHEASTERN UNIVERSITY   (United States)

Author keywords

Call markets; Nonlinear causality; Volume

Indexed keywords

EID: 0036120041     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(01)00037-3     Document Type: Article

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