TY  - JOUR
TI  - Testing for Linear and Nonlinear Granger Causality in the Stock Price‐Volume Relation
AU  - Craig Hiemstra
AU  - Jonathan D. Jones
JO  - The Journal of Finance
PY  - 1994
VL  - 49
IS  - 5
DO  - 10.1111/j.1540-6261.1994.tb04776.x
UR  - https://doi.org/10.1111/j.1540-6261.1994.tb04776.x
ER  -