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Volume and the Nonlinear Dynamics of Stock Returns
Chiente Hsu
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Description for Volume and the Nonlinear Dynamics of Stock Returns
Paperback. This is a study of volume and the nonlinear dynamics of stock returns. It examines efficient stock markets, the informational role of volume, volume and the volatility of stock returns, nonlinear analysis of return and volume and testing the structural model. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 141 pages, biography. BIC Classification: KCH; KFFM. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 8. Weight in Grams: 235.
This manuscript is about the joint dynamics of stock returns and trading volume. It grew out of my attempt to construct an intertemporal asset pricing model with rational agents which can. explain the relation between volume, volatility and persistence of stock return documented in empirical literature. Most part of the manuscript is taken from my thesis. I wish to express my deep appreciation to Peter Kugler and Benedikt Poetscher, my advisors of the thesis, for their invaluable guidance and support. I wish to thank Gerhard Orosel and Gerhard Sorger for their encouraging and helpful discussions. Finally, my thanks go to ... Read more
This manuscript is about the joint dynamics of stock returns and trading volume. It grew out of my attempt to construct an intertemporal asset pricing model with rational agents which can. explain the relation between volume, volatility and persistence of stock return documented in empirical literature. Most part of the manuscript is taken from my thesis. I wish to express my deep appreciation to Peter Kugler and Benedikt Poetscher, my advisors of the thesis, for their invaluable guidance and support. I wish to thank Gerhard Orosel and Gerhard Sorger for their encouraging and helpful discussions. Finally, my thanks go to ... Read more
Product Details
Format
Paperback
Publication date
1998
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
141
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
133
Place of Publication
Berlin, Germany
ISBN
9783540636724
SKU
V9783540636724
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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