Trading volume, return variability and short-term momentum
Umut Gökçen and Thierry Post
| Year of publication: |
2018
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|---|---|
| Authors: | Gökçen, Umut ; Post, Thierry |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 24.2018, 1/3, p. 231-249
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| Subject: | latent news flow | mixture-of-distributions hypothesis | momentum | underreaction to news | variability | volume | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Schätzung | Estimation | Anlageverhalten | Behavioural finance | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2016.1256828 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012244308