The cyclical behavior of equity turnover

DOI10.3982/QE19MaRDI QIDQ2895113zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(1)

• Trading volume and time varying betas

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