Surprise volume and heteroskedasticity in equity market returns

Quantitative Finance

Volumn 5, Issue 2, 2005, Pages 153-168

  Wagner, Niklas ^a   Marsh, Terry A ^b  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 22944447435     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500147978     Document Type: Article

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