Open AccessA Simultaneous Equations Model of Returns, Volatility, And Volume With Intraday Trading Dynamics
Author(s) -
Megan Y. Sun,
June F. Li
Publication year - 2015
Publication title -
accounting and finance research
Language(s) - English
Resource type - Journals
eISSN - 1927-5994
pISSN - 1927-5986
DOI - 10.5430/afr.v4n2p50
Subject(s) - volatility (finance) , econometrics , economics , skewness , stock (firearms) , financial economics , mechanical engineering , engineering