Similar Search Results - EconBiz

Trading volume and serial correlation in stock returns

Campbell, John Y.; Grossman, Sanford J.; Wang, Jiang - 1992

Persistent link: https://www.econbiz.de/10000136788

Trading Volume and Serial Correlation in Stock Returns

Campbell, John Y. - 2012

This paper investigates the relationship between stock market trading volume and the autocorrelations of daily stock index returns. The paper finds that stock return autocorrelations tend to decline with trading volume. The paper explains this phenomenon using a model in which risk-averse...

Persistent link: https://www.econbiz.de/10012755947

Asset pricing at the millennium

Campbell, John Y. - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1515-1567

Persistent link: https://www.econbiz.de/10001505403

Asset prices, consumption, and the business cycle

Campbell, John Y. - 1999

Persistent link: https://www.econbiz.de/10001436028

Asset pricing at the millennium

Campbell, John Y. - 2000

Persistent link: https://www.econbiz.de/10001459128

A variance decomposition for stock returns

Campbell, John Y. - 1990

Persistent link: https://www.econbiz.de/10000784199

Measuring the persistence of expected returns

Campbell, John Y. - 1990

Persistent link: https://www.econbiz.de/10000788646

Does saving anticipate declining labor income? : an alternative test of the permanent income hypothesis

Campbell, John Y. - 1986

Persistent link: https://www.econbiz.de/10000693357

Understanding risk and return

Campbell, John Y. - 1993

Persistent link: https://www.econbiz.de/10000877573

Why long horizons? : a study of power against persistent alternatives

Campbell, John Y. - 1993

Persistent link: https://www.econbiz.de/10000879027

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