Volume- and size-related lead–lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange

✍ Scribed by Bartosz Gębka

• Book ID: 116577267
• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 222 KB
• Volume: 17
• Category: Article
• ISSN: 1057-5219
• DOI: 10.1016/j.irfa.2005.07.002