Work

Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach

Year: 2015

Type: article

Source: Japanese Economic Review

DOI: 10.1111/jere.12074

Authors: Cathy W.S. Chen, Mike K.P. So, Thomas C. Chiang

Institutions: Feng Chia University, Hong Kong University of Science and Technology, Drexel University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Ministry of Science and Technology, Taiwan

Award: Bayesian Inference of Time Series of Counts and Related Nonlinear Models

OpenAlex ID: W2158774545

FWCI: 2.422

Cites: 44

Cited by: 17

Related to: 10