Trading volume, return variability and short-term momentum
Year of publication: |
2018
|
---|---|
Authors: | Gökçen, Umut ; Post, Thierry |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 24.2018, 1/3, p. 231-249
|
Subject: | latent news flow | mixture-of-distributions hypothesis | momentum | underreaction to news | variability | volume | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Schätzung | Estimation |
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