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The factor structure of time-varying conditional volume

Journal of Empirical Finance, 15(2): 251--264, 2008.
Authors: Eric C. Chang and Joseph W. Cheng and J. Michael Pinegar
URL: http://www.sciencedirect.com/science/article/B6VFG-4NTBFH3-7/1/ad0e9c7072d1b52413423f46c57219ff
Tags: Time-varying conditional volume
| URL | BibTeX  
@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},
keywords = {Time-varying conditional volume }
}