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Trading volume : definitions, data analysis, and implications of portfolio theory

Lo, Andrew W.; Wang, Jiang - 2000

Persistent link: https://www.econbiz.de/10001468727

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

Implementing option pricing models when asset returns are predictable

Lo, Andrew W. - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 87-129

Persistent link: https://www.econbiz.de/10001178316

Trading volume : implications of an intertemporal capital asset pricing model

Lo, Andrew W.; Wang, Jiang - 2001

Persistent link: https://www.econbiz.de/10001627285

Implementing option pricing models when asset returns are predictable

Lo, Andrew W.; Wang, Jiang - 1994

Persistent link: https://www.econbiz.de/10000889016

Trading volume

Lo, Andrew W.; Wang, Jiang - 2003

Persistent link: https://www.econbiz.de/10002011568

A discussion of the papers by John Geanakoplos and by Andrew W. Lo and Jiang Wang

Allen, Franklin - 2003

Persistent link: https://www.econbiz.de/10002011577

Stock market trading volume

Lo, Andrew W.; Wang, Jiang - 2010

Persistent link: https://www.econbiz.de/10003900815

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

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-fund separation theorems suggest a natural definition for trading activity: share turnover. If two-fund separation holds, share turnover must be identical for all securities. If...

Persistent link: https://www.econbiz.de/10012788102