投资者高频情绪对股市成交量的异质性影响研究——基于分位数向量自回归模型
任仙玲, 吕玉卓, 邓磊
Research on the Heterogeneous Influence of Investors' High-frequency Sentiment on Stock Market Trading Volume: Based on Quantile Vector Autoregressive Model
REN Xianling, LYU Yuzhuo, DENG Lei
运筹与管理
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2023, (5): 197
-203
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DOI: 10.12005/orms.2023.0169
