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~isPartOf:"NBER Working Paper"
~person:"Lo, Andrew W."
~person:"Pástor, Ľuboš"
~person:"Renneboog, Luc"
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Handelsvolumen der Börse
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Börsenkurs
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Lo, Andrew W.
Pástor, Ľuboš
Renneboog, Luc
Wang, Jiang
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Asset Prices and
Trading
Volume
Under Fixed Transactions Costs
Lo, Andrew W.
-
2010
We propose a dynamic equilibrium model of asset prices and
trading
volume
with heterogeneous agents facing fixed …, including a square-root power law between
trading
volume
and fixed costs which we confirm using historical US stock market data …
Persistent link: https://www.econbiz.de/10012763147
Saved in:
2
Trading
Volume
: Definitions, Data Analysis, and Implications of Portfolio Theory
Lo, Andrew W.
-
2001
We examine the implications of portfolio theory for the cross-sectional behavior of equity
trading
volume
. Two …
Persistent link: https://www.econbiz.de/10012788102
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