Dynamic trading volume and stock return relation : does it hold out of sample?
Zijun Wang, Yan Qian, Shiwen Wang
| Year of publication: |
2018
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|---|---|
| Authors: | Wang, Zijun ; Qian, Yan ; Wang, Shiwen |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 58.2018, p. 195-210
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| Subject: | High volume return premium | Out-of-sample regression | Volume-return relation | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Theorie | Theory | Schätzung | Estimation | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2017.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006446