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Testing the mixture of distributions hypothesis on target stocks · Study

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ArticleTesting the mixture of distributions hypothesis on target stocks

Rachael E. Carroll2015

Article2015

Testing the mixture of distributions hypothesis on target stocks

Rachael E. Carroll · Colm Kearney

16 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1987Expected stock returns and volatility 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices 1987The Relation Between Price Changes and Trading Volume: A Survey 1992No news is good news 1993Differences of Opinion Make a Horse Race 1983The Price Variability-Volume Relationship on Speculative Markets 1992Stock Prices and Volume 2003Bubbles and Crashes

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Year2015

Typearticle

Published2015-06-06

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.intfin.2015.05.003

openalex_workW588752478

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