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The role of trading volume in the "volatility puzzle"
Lee, Dong Wook - In: Asia-Pacific journal of financial studies 44 (2015) 5, pp. 783-809
Persistent link: https://www.econbiz.de/10011471060
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Why does higher variability of trading activity predict lower expected returns?
Barinov, Alexander - In: Journal of banking & finance 58 (2015), pp. 457-470
Persistent link: https://www.econbiz.de/10011544044
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The risk of becoming risk averse : a model of asset pricing and trade volumes
Alvarez, Fernando; Atkeson, Andy - 2018
Persistent link: https://www.econbiz.de/10011967470
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Structural Uncertainty, Learning, and Asset Pricing
Gvozdeva, Evgenia - 2010
greater risk-free rate volatility. But raising the prior uncertainty on dividend growth rates has ambiguous effects on the …
Persistent link: https://www.econbiz.de/10013150931
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How does investor sentiment affect stock market crash risk? : evidence from Asia-Pacific markets
An Tuan Nguyen; Nguyễn Thị Nhung - In: Cogent economics & finance 12 (2024) 1, pp. 1-17
This study aims to examine the effect of investor sentiment on stock market crash risk in the Asia-Pacific region. The research employs principal components analysis (PCA) to construct an investor sentiment index, while the Method of Moments Quantile Regression (MMQR) is used to analyze monthly...
Persistent link: https://www.econbiz.de/10015193537
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Textual risk disclosures and investors’ risk perceptions
Kravet, Todd; Muslu, Volkan - In: Review of accounting studies 18 (2013) 4, pp. 1088-1122
Persistent link: https://www.econbiz.de/10010234289
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Risk-return trade-off and serial correlation : do volume and volatility matter?
Kinnunen, Jyri - In: Journal of financial markets 20 (2014), pp. 1-19
Persistent link: https://www.econbiz.de/10010442399
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Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks
Ciner, Cetin - In: International review of financial analysis 41 (2015), pp. 277-283
Persistent link: https://www.econbiz.de/10011508966
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Market uncertainty and trading volume around earnings announcements
Choi, Hae Mi - In: Finance research letters 30 (2019), pp. 14-22
Persistent link: https://www.econbiz.de/10012420175
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Return volatility and trading volume of GameFi
Shi, Guiqiang; Goodell, John W.; Shen, Dehua - In: Journal of behavioral and experimental finance 43 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015076707