THE INTERRELATION OF STOCK AND OPTIONS MARKET TRADING-VOLUME DATA

[1] AN INTEGRATED VIEW OF TESTS OF RATIONALITY, MARKET-EFFICIENCY AND THE SHORT-RUN NEUTRALITY OF MONETARY-POLICY [J]. JOURNAL OF MONETARY ECONOMICS, 1983, 11 (01) : 3 - 24

[2] Black F., 1975, FINANCIAL ANAL J, V31, P61

[3] Black F., 1975, FINANCIAL ANAL J, V31, P36, DOI DOI 10.2469/FAJ.V31.N4.36

[4] Box G. E. P., 1976, TIME SERIES ANAL FOR

[5] MODEL OF ASSET TRADING UNDER ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL [J]. JOURNAL OF FINANCE, 1976, 31 (04) : 1149 - 1168

[6] MULTIVARIATE TESTS OF FINANCIAL MODELS - A NEW APPROACH [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (01) : 3 - 27

[7] Granger C. W. J., 1986, FORECASTING EC TIME, V2nd

[8] INVESTIGATING CAUSAL RELATIONS BY ECONOMETRIC MODELS AND CROSS-SPECTRAL METHODS [J]. ECONOMETRICA, 1969, 37 (03) : 424 - 438

[9] GRAY HL, 1978, COMMUN STAT B-SIMUL, V7, P1, DOI 10.1080/03610917808812057

[10] CHECKING INDEPENDENCE OF 2 COVARIANCE-STATIONARY TIME-SERIES - UNIVARIATE RESIDUAL CROSS-CORRELATION APPROACH [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (354) : 378 - 385

[1] AN INTEGRATED VIEW OF TESTS OF RATIONALITY, MARKET-EFFICIENCY AND THE SHORT-RUN NEUTRALITY OF MONETARY-POLICY [J]. JOURNAL OF MONETARY ECONOMICS, 1983, 11 (01) : 3 - 24

[2] Black F., 1975, FINANCIAL ANAL J, V31, P61

[3] Black F., 1975, FINANCIAL ANAL J, V31, P36, DOI DOI 10.2469/FAJ.V31.N4.36

[4] Box G. E. P., 1976, TIME SERIES ANAL FOR

[5] MODEL OF ASSET TRADING UNDER ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL [J]. JOURNAL OF FINANCE, 1976, 31 (04) : 1149 - 1168

[6] MULTIVARIATE TESTS OF FINANCIAL MODELS - A NEW APPROACH [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (01) : 3 - 27

[7] Granger C. W. J., 1986, FORECASTING EC TIME, V2nd

[8] INVESTIGATING CAUSAL RELATIONS BY ECONOMETRIC MODELS AND CROSS-SPECTRAL METHODS [J]. ECONOMETRICA, 1969, 37 (03) : 424 - 438

[9] GRAY HL, 1978, COMMUN STAT B-SIMUL, V7, P1, DOI 10.1080/03610917808812057

[10] CHECKING INDEPENDENCE OF 2 COVARIANCE-STATIONARY TIME-SERIES - UNIVARIATE RESIDUAL CROSS-CORRELATION APPROACH [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (354) : 378 - 385