Trading volume and cross-autocorrelations in stock returns
Year of publication: |
2000
|
---|---|
Authors: | Chordia, Tarun ; Swaminathan, Bhaskaran |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 55.2000, 2, p. 913-935
|
Subject: | Kapitaleinkommen | Capital income | Lag-Modell | Lag model | Handelsvolumen der Börse | Trading volume | Betriebsgröße | Firm size | Finanzanalyse | Financial analysis | USA | United States | 1963-1996 |
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