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~person:"Lo, Andrew W."
~person:"Pástor, Ľuboš"
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Search: subject:"trading volume"
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Handelsvolumen der Börse
6
Trading volume
6
USA
6
United States
6
Theorie
5
Theory
5
CAPM
4
Estimation
4
Schätzung
4
1962-1996
3
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3
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3
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2
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Capital market returns
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Investmentfonds
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1
Measurement
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Securities trading
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Lo, Andrew W.
Pástor, Ľuboš
Subrahmanyam, Avanidhar
21
Gurgul, Henryk
15
Chordia, Tarun
12
Frino, Alex
11
Ryu, Doojin
11
Roll, Richard
10
Hautsch, Nikolaus
8
Mestel, Roland
8
Wang, Jiang
8
Wu, Chunchi
8
Ap Gwilym, Owain
7
Chou, Robin K.
7
Easley, David
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6
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6
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6
Kalev, Petko S.
6
Lee, Cheng F.
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McInish, Thomas H.
6
O'Hara, Maureen
6
Rui, Oliver Meng
6
Theissen, Erik
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Ureche-Rangau, Loredana
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5
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5
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5
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The journal of finance : the journal of the American Finance Association
2
Advances in economics and econometrics ; Vol. 2
1
Applications
1
Journal of political economy
1
The review of financial studies
1
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ECONIS (ZBW)
6
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Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
Saved in:
2
Stock market
trading
volume
Lo, Andrew W.
;
Wang, Jiang
-
2010
Persistent link: https://www.econbiz.de/10003900815
Saved in:
3
Trading
volume
: implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
Saved in:
4
Asset prices and
trading
volume
under fixed transactions costs
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
- In:
Journal of political economy
112
(
2004
)
5
,
pp. 1054-1090
Persistent link: https://www.econbiz.de/10002361129
Saved in:
5
Trading
volume
Lo, Andrew W.
;
Wang, Jiang
-
2003
Persistent link: https://www.econbiz.de/10002011568
Saved in:
6
Trading
volume
: definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.
;
Wang, Jiang
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 257-300
Persistent link: https://www.econbiz.de/10001485494
Saved in:
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