Dynamic trading volume and stock return relation : does it hold out of sample?
Year of publication: |
2018
|
---|---|
Authors: | Wang, Zijun ; Qian, Yan ; Wang, Shiwen |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 58.2018, p. 195-210
|
Subject: | High volume return premium | Out-of-sample regression | Volume-return relation | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price | Stichprobenerhebung | Sampling | Aktienmarkt | Stock market | Regressionsanalyse | Regression analysis |
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