Stock prices and trading volume: An assessment for linear and nonlinear Granger causality

Journal of Asian Economics

Volumn 18, Issue 4, 2007, Pages 595-612

  Rashid, Abdul ^a  

^a INSTITUTE OF BUSINESS MANAGEMENT   (Pakistan)

Author keywords

Chow test; Nonlinear Granger causality; Separation of samples; Stock prices; Trading volume

Indexed keywords

EID: 34249720522     PISSN: 10490078     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asieco.2007.03.003     Document Type: Article

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