@article{Chang2008,
	title = {The factor structure of time-varying conditional volume},
	author = {Eric C. Chang and Joseph W. Cheng and J. Michael Pinegar},
	journal = {Journal of Empirical Finance},
	month = {Mar},
	number = {2},
	pages = {251--264},
	url = {http://www.sciencedirect.com/science/article/B6VFG-4NTBFH3-7/1/ad0e9c7072d1b52413423f46c57219ff},
	volume = {15},
	year = {2008},
	biburl = {http://www.bibsonomy.org/bibtex/2ddcef8ac4559436090978b663fa8e329/smicha},
	keywords = {Time-varying conditional volume }
}