Measuring abnormal daily trading volume for samples of NYSE/ASE and NASDAQ securities using parametric and nonparametric test statistics
- 1 May 1996
- journal article
- Published by Springer Nature in Review of Quantitative Finance and Accounting
- Vol. 6 (3) , 309-326
- https://doi.org/10.1007/bf00245187
Abstract
No abstract availableKeywords
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