Trading volume : implications of an intertemporal capital asset pricing model
Year of publication: |
2006
|
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Authors: | Lo, Andrew W. ; Wang, Jiang |
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. 61.2006, 6, p. 2805-2840
|
Subject: | Handelsvolumen der Börse | Trading volume | CAPM | Portfolio-Management | Portfolio selection | Hedging | Theorie | Theory | USA | United States |
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