Time reversibility tests of volume-volatility dynamics for stock returns

Economics Letters

Volumn 81, Issue 1, 2003, Pages 39-45

  Fong, Wai Mun ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

ARCH and trading volume; Nonparametric test; Time reversibility

Indexed keywords

EID: 0141576790     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(03)00146-0     Document Type: Article

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