The cyclical behavior of equity turnover

DOI10.3982/QE19zbMATH Open1242.91161OpenAlexW1861386932MaRDI QIDQ2895113FDOQ2895113

Authors: David N. DeJong, Emilio Espino 

Publication date: 2 July 2012

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe19

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zbMATH Keywords

dynamically complete marketsasset tradetime- and wealth-varying

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic growth models (91B62) Heterogeneous agent models (91B69)

Cited In (1)

• Trading volume and time varying betas

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