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Volume and volatility in a common-factor mixture of distributions model
Xiaojun He,
Raja Velu
Whitman School of Management
Research output
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Contribution to journal
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Article
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peer-review
12
Scopus citations
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Dive into the research topics of 'Volume and volatility in a common-factor mixture of distributions model'. Together they form a unique fingerprint.
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Business & Economics
Mixture of Distributions
100%
Common Factors
93%
Information Flow
92%
Trading Volume
46%
Prediction
37%
Mixture Distribution
33%
Volatility Persistence
30%
Return Volatility
25%
Stock Returns
18%
Assets
13%
Factors
7%