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Journal of Financial Markets Vol. 46 2019

A state-space modeling of the information content of trading volume

Khaladdin Rzayev1,2; Gbenga Ibikunle2

1 London School of Economics and Political Science · 2 University of Edinburgh

open access
DOI
10.1016/j.finmar.2019.100507
Volume
46
Pages
100507
Language
en
Sources
crossref openalex

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