STOCHASTIC DEPENDENCE OF SECURITY PRICE CHANGES AND TRANSACTION VOLUMES - IMPLICATIONS FOR MIXTURE OF DISTRIBUTIONS HYPOTHESIS

被引：402

作者：

EPPS, TW ^{[1
]}

EPPS, ML ^{[1
]}

机构：

[1] UNIV VIRGINIA, CHARLOTTESVILLE, VA 22903 USA

来源：

ECONOMETRICA | 1976年 / 44卷 / 02期

关键词：

D O I：

10.2307/1912726

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：305 / 321

页数：17

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