Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
Year of publication: |
2000-03
|
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Authors: | Lo, Andrew W. ; Wang, Jiang W. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Lo, A. W. and J. Wang. "Trading Volume: Definitions, Data Analysis, And Implications Of Portfolio Theory," Review of Financial Studies, 2000, v13(2,Summer), 257-300. Number 7625 |
Classification: | G12 - Asset Pricing |
Source: |
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