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Dynamic volume-return relation...
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Theorie
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Theory
119
United States
71
Börsenkurs
67
Share price
67
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50
Dividende
50
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38
Securities trading
37
Wertpapierhandel
37
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35
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35
Asymmetric information
32
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32
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31
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28
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26
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26
Trading volume
26
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25
Financial market
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Financial analysis
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Ankündigungseffekt
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Announcement effect
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Aktienrückkauf
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Share repurchase
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Estimation
19
Information value
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Informationswert
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Market liquidity
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Marktliquidität
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Michaely, Roni
42
Wang, Jiang
22
Lo, Andrew W.
12
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9
O'Hara, Maureen
7
Pan, Jun
6
Grullon, Gustavo
5
Hu, Xing
5
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5
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4
Brav, Alon
3
Duchin, Ran
3
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3
Harvey, Campbell R.
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Martin, Xiumin
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2
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19
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10
The review of financial studies
9
Journal of financial and quantitative analysis : JFQA
7
Research paper series / Swiss Finance Institute
3
Advances in economics and econometrics ; Vol. 2
2
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Dynamic volume-return relation of individual stocks
Llorente, Guillermo
;
Michaely, Roni
;
Saar, Gideon
; …
-
2001
Persistent link: https://www.econbiz.de/10001583770
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2
Foundations of technical analysis : computational algorithms, statistical inference, and empirical implementation
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1705-1765
Persistent link: https://www.econbiz.de/10001505429
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3
Foundations of technical analysis: discussion
Jegadeesh, Narasimhan
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1765-1770
Persistent link: https://www.econbiz.de/10001505431
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4
Foundations of technical analysis : computational algorithms, statistical inference, and empirical implementation
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
-
2000
Persistent link: https://www.econbiz.de/10001464070
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5
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.
;
Wang, Jiang
-
2000
Persistent link: https://www.econbiz.de/10001468727
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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
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7
Trading volume and serial correlation in stock returns
Campbell, John Y.
- In:
The quarterly journal of economics
108
(
1993
)
4
,
pp. 905-939
Persistent link: https://www.econbiz.de/10001151036
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8
Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001585169
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9
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001627285
Saved in:
10
Trading volume
Lo, Andrew W.
;
Wang, Jiang
-
2003
Persistent link: https://www.econbiz.de/10002011568
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