Testing for temporal asymmetry in the price-volume relationship

Bulletin of Economic Research

Volumn 55, Issue 4, 2003, Pages 373-389

  Moosa, Imad A ^a,b   Silvapulle, Param ^a,b   Silvapulle, Mervyn ^a,b  

^a LA TROBE UNIVERSITY   (Australia)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Causality; Price volume relationship; Temporal asymmetry; Threshold models

Indexed keywords

COMMODITY MARKET; MODEL; PRICE DYNAMICS; THEORETICAL STUDY;

EID: 0142198988     PISSN: 03073378     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-8586.00182     Document Type: Article

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