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- W1570273433 abstract "This study provides empirical evidence of the joint dynamics between stock returns and trading volume using stock data for DAX companies. Our research confirms the hypothesis that traditional linear causality tests often fail to detect some kinds of nonlinear relations, while nonlinear tests do not. In many cases, the test results obtained by use of empirical data and simulation confirm a bidirectional causal relationship, while linear tests did not detect such causality at all." @default.
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- W1570273433 title "Linear versus nonlinear causality for DAX companies" @default.
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