Trading volume and the subordinated stochastic process model of stock returns

Can output explain the predictability and volatility of stock returns

Rodriguez, R.
Restoy, F.
Pena, J.I.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1995) / BLDSC - British Lib...

Modelling currency volatility and returns

Biekpe, N.B.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021479 / BLDSC - British Library D...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Modelling trading volume and volatility of share prices as fractional processes

Brookfield, D.
Peel, D.
Liverpool Univ. (United Kingdom). Dept. of Economics and Accounting

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:5281.18482(no 9612) / BLDSC - British...

Trading volumes and stock market prices

Snell, A.
Tonks, I
London School of Economics (United Kingdom). Financial Markets Group

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--130) / BLDSC - ...

The econometrics of stochastic volatility

Harvey, A.C.
Shephard, N
London School of Economics (United Kingdom). Financial Markets Group

January 1993

Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--166) / BLDSC - Briti...

Return-volume dynamics in UK Futures

McMillan, D.
Speight, A.
Saint Andrews Univ. (United Kingdom). Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98088(9916) / BLDSC - British Li...

Public information and trading volume Does trading generate trading

Moschetti, G.P
Southampton Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9629) / BLDSC - British Libr...

The memory of stochastic volatility models

Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/410) / BLDSC - British Li...

Trading volume and contract rollover in stock index futures

Holmes, P.
Rougier, J.
Durham Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(187) / BLDSC - British Libr...

Price change and trading volume in a speculative market

Rougier, J.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN012163 / BLDSC - British Library D...

Linear and non-linear dependence between returns and trading volume in the currency futures market

Mahmood, W.M. (comp.)
University of Wales, Bangor (United Kingdom). School of Accounting, Banking and Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:7755.04505(98/21) / BLDSC - British L...

Trading volume in models of financial derivatives

Sam Howison
David Lamper

This paper develops a subordinated stochastic process model for an asset price, where the directing ...

Dispersion and volatility in stock returns An empirical investigation

Campbell, J.Y.
Kim, S.
Lettau, M.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1923) / BLDSC - British Lib...

A stochastic model for a venture financing strategy

Steele, A
Warwick Univ., Coventry (United Kingdom). Business School Research Bureau

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:9261.954(WU-WBSRP--46) / BLDSC - Bri...

Can output explain the predictability and volatility of stock returns

Rodriguez, R.
Restoy, F.
Pena, J.I.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1995) / BLDSC - British Lib...

Modelling currency volatility and returns

Biekpe, N.B.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021479 / BLDSC - British Library D...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Modelling trading volume and volatility of share prices as fractional processes

Brookfield, D.
Peel, D.
Liverpool Univ. (United Kingdom). Dept. of Economics and Accounting

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:5281.18482(no 9612) / BLDSC - British...

Trading volumes and stock market prices

Snell, A.
Tonks, I
London School of Economics (United Kingdom). Financial Markets Group

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--130) / BLDSC - ...

The econometrics of stochastic volatility

Harvey, A.C.
Shephard, N
London School of Economics (United Kingdom). Financial Markets Group

January 1993

Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--166) / BLDSC - Briti...

Return-volume dynamics in UK Futures

McMillan, D.
Speight, A.
Saint Andrews Univ. (United Kingdom). Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98088(9916) / BLDSC - British Li...

Public information and trading volume Does trading generate trading

Moschetti, G.P
Southampton Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9629) / BLDSC - British Libr...

The memory of stochastic volatility models

Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/410) / BLDSC - British Li...

Trading volume and contract rollover in stock index futures

Holmes, P.
Rougier, J.
Durham Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(187) / BLDSC - British Libr...

Price change and trading volume in a speculative market

Rougier, J.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN012163 / BLDSC - British Library D...

Linear and non-linear dependence between returns and trading volume in the currency futures market

Mahmood, W.M. (comp.)
University of Wales, Bangor (United Kingdom). School of Accounting, Banking and Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:7755.04505(98/21) / BLDSC - British L...

Trading volume in models of financial derivatives

Sam Howison
David Lamper

This paper develops a subordinated stochastic process model for an asset price, where the directing ...

Dispersion and volatility in stock returns An empirical investigation

Campbell, J.Y.
Kim, S.
Lettau, M.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1923) / BLDSC - British Lib...

A stochastic model for a venture financing strategy

Steele, A
Warwick Univ., Coventry (United Kingdom). Business School Research Bureau

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:9261.954(WU-WBSRP--46) / BLDSC - Bri...

Can output explain the predictability and volatility of stock returns

Rodriguez, R.
Restoy, F.
Pena, J.I.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1995) / BLDSC - British Lib...

Modelling currency volatility and returns

Biekpe, N.B.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021479 / BLDSC - British Library D...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Trading volume and the subordinated stochastic process model of stock returns

Abstract

Extracted data

Trading volume and the subordinated stochastic process model of stock returns

Abstract

Extracted data

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