Empirical identification of non-information trades using trading volume data
Year of publication: |
2001
|
---|---|
Authors: | Lee, Bong-soo ; Rui, Oliver Meng |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 17.2001, 4, p. 327-350
|
Subject: | Handelsvolumen der Börse | Trading volume | Informationsverbreitung | Information dissemination | Aktienmarkt | Stock market | USA | United States | Großbritannien | United Kingdom | Japan | 1970-1997 |
Extent: | graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Review of quantitative finance and accounting |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Kim, Suk-Joong, (2005)
-
Industry information diffusion and the lead-lag effect in stock returns
Hou, Kewei, (2002)
-
Industry information diffusion and the lead-lag effect in stock returns
Hou, Kewei, (2007)
- More ...
-
Time-series behavior of share repurchases and dividends
Lee, Bong-soo, (2007)
-
Investor perceptions of earnings processes and post-announcement drifts
Lee, Bong-soo, (2011)
-
Information transmission between the NASDAQ and Asian second board markets
Lee, Bong-soo, (2004)
- More ...