A multiplicative model for volume and volatility
Authors:
Rob Bauer a;
Fred Nieuwland b
| Affiliations: | a ABP Pension Fund, Equity Investments, Heerlen, DJ, The Netherlands |
| b Limburg Institute of Financial Economics, University of Limburg, Maastricht, MD, The Netherlands |
DOI:
10.1080/13504869500000008
Publication Frequency:
6 issues per year
Formats available:
PDF
(English)

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