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Testing of dependencies between stock returns and trading volume by high frequency data

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Testing of dependencies between stock returns and trading volume by high frequency data

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dc.contributor.author Syrek, Robert [SAP13016494] pl
dc.contributor.author Gurgul, Piotr pl
dc.date.accessioned 2014-09-29T15:38:24Z
dc.date.available 2014-09-29T15:38:24Z
dc.date.issued 2013 pl
dc.identifier.issn 1581-6311 pl
dc.identifier.uri http://ruj.uj.edu.pl/xmlui/handle/item/1853
dc.language eng pl
dc.title Testing of dependencies between stock returns and trading volume by high frequency data pl
dc.type JournalArticle pl
dc.description.physical 353-373 pl
dc.description.additional Bibliogr. s. 371-373 pl
dc.identifier.weblink http://search.proquest.com/docview/1492882223?pq-origsite=gscholar pl
dc.description.volume 11 pl
dc.description.number 4 pl
dc.description.publication 1 pl
dc.identifier.eissn 1854-6935 pl
dc.title.journal Managing Global Transitions pl
dc.language.container eng pl
dc.date.accession 2016-05-24 pl
dc.affiliation Wydział Zarządzania i Komunikacji Społecznej : Instytut Ekonomii i Zarządzania pl
dc.subtype Article pl
dc.rights.original OTHER; otwarte czasopismo; ostateczna wersja wydawcy; w momencie opublikowania; 0; pl
.pointsMNiSW [2013 B]: 10


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