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~isPartOf:"NBER working paper series"
~person:"Lo, Andrew W."
~person:"Pástor, Ľuboš"
~person:"Renneboog, Luc"
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Handelsvolumen der Börse
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Trading volume
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Lo, Andrew W.
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ECONIS (ZBW)
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1
Trading
Volume
: Implications of An Intertemporal Capital Asset Pricing Model
Lo, Andrew W.
-
2001
its implications for the behavior of
trading
volume
and asset returns. Assets contain two types of risks: market risk and … hedging portfolio, which allows them to hedge the dynamic risk. This implies that
trading
volume
of individual assets exhibit …
Persistent link: https://www.econbiz.de/10012470153
Saved in:
2
Asset Prices and
Trading
Volume
Under Fixed Transactions Costs
Lo, Andrew W.
-
2001
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/10012470413
Saved in:
3
Trading
Volume
: Definitions, Data Analysis, and Implications of Portfolio Theory
Lo, Andrew W.
-
2000
We examine the implications of portfolio theory for the cross-sectional behavior of equity
trading
volume
. Two …
Persistent link: https://www.econbiz.de/10012471146
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