Handelsvolumen Auf Aktienmarkten: Univariate Analysen Und Kontemporare Rendite-Mengen-Beziehungen

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Roland Mestel untersucht die Rolle des Handelsvolumens auf Aktienmarkten. Es zeigt sich, dass zwar die transitorischen Prozesseigenschaften der beiden Marktvariablen weitgehend ubereinstimmen, jedoch die persistenten Effekte signifikant unterschiedlich sind.