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Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange

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Author Info
Gebka, Bartosz

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File URL: http://www.sciencedirect.com/science/article/B6W4W-4JF8G3S-1/2/3a5173340ebf899d632a8b24818a9fae
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Article provided by Elsevier in its journal International Review of Financial Analysis.

Volume (Year): 17 (2008)
Issue (Month): 1 ()
Pages: 134-155
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Handle: RePEc:eee:finana:v:17:y:2008:i:1:p:134-155

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Web page: http://www.elsevier.com/locate/inca/620166

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This page was last updated on 2009-12-3.

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