%0 Journal Article %1 Maddala1995 %A Maddala, G. S. %A Nimalendran, M. %D 1995 %J Journal of Econometrics %K Trading volume %N 1 %P 229--242 %T An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads %U http://www.sciencedirect.com/science/article/B6VC0-4002K66-B/2/bb08c74df83440741477d2ef7f5d981b %V 68

@article{Maddala1995, added-at = {2008-04-21T22:02:42.000+0200}, author = {Maddala, G. S. and Nimalendran, M.}, biburl = {https://www.bibsonomy.org/bibtex/20011730247ddd89aba7ae464aec281af/smicha}, description = {Journal of Econometrics}, interhash = {01399674086402738348609ec44b5f71}, intrahash = {0011730247ddd89aba7ae464aec281af}, journal = {Journal of Econometrics}, keywords = {Trading volume}, month = Jul, number = 1, pages = {229--242}, timestamp = {2008-04-21T22:06:03.000+0200}, title = {An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads}, url = {http://www.sciencedirect.com/science/article/B6VC0-4002K66-B/2/bb08c74df83440741477d2ef7f5d981b}, volume = 68, year = 1995 }