Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange
Year of publication: |
1997-02-13
|
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Authors: | Hu, Shing-yang |
Institutions: | EconWPA |
Subject: | turnover | expected return | transaction cost | Japan | liquidity |
Extent: | application/msword text/html application/pdf application/postscript |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - Word (PC); prepared on PC; to print on CANON BJC-4200; pages: 29 ; figures: included. Word for Windows document submitted via ftp 29 pages |
Classification: | G12 - Asset Pricing |
Source: |
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