Time reversibility tests of volume-volatility dynamics for stock returns

10.1016/S0165-1765(03)00146-0

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Bibliographic Details
Main Author:	Fong, W.M.
Other Authors:	FINANCE & ACCOUNTING
Format:	Article
Published:	2013
Subjects:	ARCH and trading volume Nonparametric test Time reversibility
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/44468
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-444682023-10-26T08:42:37Z Time reversibility tests of volume-volatility dynamics for stock returns Fong, W.M. FINANCE & ACCOUNTING ARCH and trading volume Nonparametric test Time reversibility 10.1016/S0165-1765(03)00146-0 Economics Letters 81 1 39-45 ECLED 2013-10-09T08:21:28Z 2013-10-09T08:21:28Z 2003 Article Fong, W.M. (2003). Time reversibility tests of volume-volatility dynamics for stock returns. Economics Letters 81 (1) : 39-45. ScholarBank@NUS Repository. https://doi.org/10.1016/S0165-1765(03)00146-0 01651765 http://scholarbank.nus.edu.sg/handle/10635/44468 000185807000006 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	ARCH and trading volume Nonparametric test Time reversibility
spellingShingle	ARCH and trading volume Nonparametric test Time reversibility Fong, W.M. Time reversibility tests of volume-volatility dynamics for stock returns
description	10.1016/S0165-1765(03)00146-0
author2	FINANCE & ACCOUNTING
author_facet	FINANCE & ACCOUNTING Fong, W.M.
format	Article
author	Fong, W.M.
author_sort	Fong, W.M.
title	Time reversibility tests of volume-volatility dynamics for stock returns
title_short	Time reversibility tests of volume-volatility dynamics for stock returns
title_full	Time reversibility tests of volume-volatility dynamics for stock returns
title_fullStr	Time reversibility tests of volume-volatility dynamics for stock returns
title_full_unstemmed	Time reversibility tests of volume-volatility dynamics for stock returns
title_sort	time reversibility tests of volume-volatility dynamics for stock returns
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44468
_version_	1781411309200343040

Time reversibility tests of volume-volatility dynamics for stock returns

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