A Bayesian analysis of stock return volatility and trading volume

R.J. Mahieu, R. Bauer

Research output: Contribution to journalArticleProfessional

84 Downloads (Pure)
Original languageEnglish
Pages (from-to)671-687
Number of pages17
JournalApplied Financial Economics
Volume8
Issue number6
Publication statusPublished - 1998
Externally publishedYes

Cite this

Mahieu, R.J. ; Bauer, R. / A Bayesian analysis of stock return volatility and trading volume. In: Applied Financial Economics. 1998 ; Vol. 8, No. 6. pp. 671-687.
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A Bayesian analysis of stock return volatility and trading volume. / Mahieu, R.J.; Bauer, R.

In: Applied Financial Economics, Vol. 8, No. 6, 1998, p. 671-687.

Research output: Contribution to journalArticleProfessional

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