An empirical model of daily highs and lows

International Journal of Finance and Economics

Volumn 12, Issue 1, 2007, Pages 1-20

  Cheung, Yin Wong ^a,b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Close; High; Low open; Trading volume; VECM model

Indexed keywords

COINTEGRATION ANALYSIS; EMPIRICAL ANALYSIS; NUMERICAL MODEL; STOCK MARKET;

NORTH AMERICA; UNITED STATES;

EID: 33847009451     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.303     Document Type: Article

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