Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange
Year of publication: |
1997-09-23
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Authors: | Säfvenblad, Patrik |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | Return autocorrelation | Stockholm Stock Exchange | trading volume | non-synchronous trading | feedback trading | time-varying risk premia |
Extent: | application/pdf application/postscript |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Working Paper Series in Economics and Finance Number 191 26 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: |
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