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Stock Market Trading Volume · Study

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ChapterStock Market Trading Volume

Andrew W. Lo2010

Chapter2010

Stock Market Trading Volume

Andrew W. Lo · Jiang Wang

57 citations·0/0 files stored·Elsevier eBooks

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1952PORTFOLIO SELECTION*1992Testing the null hypothesis of stationarity against the alternative of a unit root 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Continuous Auctions and Insider Trading 1985Does the Stock Market Overreact?

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2022Salience theory in price and trading volume: Evidence from China 2015DYNAMIC TRADING VOLUME 2015The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market 2012The Pricing Effects of Securities Class Action Lawsuits and Litigation Insurance

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2000Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theoryreport · 34 shared references 2006Trading Volume: Implications of an Intertemporal Capital Asset Pricing Modelarticle · 31 shared references 2003Chapter 17 Microstructure and asset pricingchapter · 23 shared references 2000Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theoryarticle · 22 shared references 2013Market Liquidity—Theory and Empirical Evidencechapter · 22 shared references 1995Chapter 17 On the predictability of common stock returns: World-wide evidencechapter · 22 shared references

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Year2010

Typechapter

Published2010-01-01

VenueElsevier eBooks

Languageen

Citations57

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/b978-0-444-53548-1.50007-6

openalex_workW2267284072

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