Zobrazeno 1 - 6
of 6
pro vyhledávání: '"sequential information theory"'
Autor:
Samuel Tabot Enow
Publikováno v:
Journal of Management and Entrepreneurship Research, Vol 4, Iss 2, Pp 82-90 (2023)
Objective: The sequential information theory and mixed distribution hypothesis contends that there exists a bi-directional relation between realised volatility and trading volume. This position has led to the proposition that new information spreads
Externí odkaz:
https://doaj.org/article/3763fe4a0b5c4df9857a26ecf14ca0e8
Autor:
Nawrocki, David N.
Publikováno v:
Financial Review. May96, Vol. 31 Issue 2, p287. 26p. 7 Charts, 1 Graph.
Publikováno v:
Journal of Forecasting. Aug2010, Vol. 29 Issue 5, p502-515. 14p. 6 Charts.
Autor:
David N. Nawrocki
Publikováno v:
The Financial Review. 31:287-312
Recent studies on stock market pricing have rejected the random walk model for short-term periods and have concentrated on long-term persistent or mean-reverting dependence. The problem with these studies is that their statistical results can be bias
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::62b8edc3f00226d3a6581ec6277e0bb3
https://doi.org/10.1111/j.1540-6288.1996.tb00874.x
https://doi.org/10.1111/j.1540-6288.1996.tb00874.x
Publikováno v:
SSRN Electronic Journal.
In his seminal paper, Brooks argues that the relation between return volatility and trading volume can be both linear and nonlinear. Adopting both linear and nonlinear Granger causality tests, he shows that there exists both linear and nonlinear bi-d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6fa3a87e08bb086712ad85af29700e42
https://doi.org/10.2139/ssrn.1627223
https://doi.org/10.2139/ssrn.1627223
Autor:
Marcel Danesi
The first comprehensive encyclopedia for the growing fields of media and communication studies, the Encyclopedia of Media and Communication is an essential resource for beginners and seasoned academics alike. Contributions from over fifty experts and
