Small trade and the cross-section of stock returns
Year of publication: |
2008
|
---|---|
Authors: | Hvidkjær, Søren |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 3, p. 1123-1151
|
Subject: | Handelsvolumen der Börse | Trading volume | Kleinaktionäre | Small shareholders | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | KMU | SME | USA | United States | 1983-2005 |
-
Do retail trades move markets?
Barber, Brad M., (2009)
-
Afi, Hatem, (2017)
-
Does retail investor attention improve stock liquidity? : a dynamic perspective
Cheng, Feiyang, (2021)
- More ...
-
Trading structure and trade data at the Copenhagen Stock Exchange
Hvidkjær, Søren, (1996)
-
A trade-based analysis of momentum
Hvidkjær, Søren, (2006)
-
Factoring information into returns
Easley, David, (2010)
- More ...