Volume shocks and stock returns : an alternative test
Year of publication: |
2018
|
---|---|
Authors: | Zhong, Angel ; Chai, Daniel ; Li, Bob ; Chiah, Mardy |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 48.2018, p. 1-16
|
Subject: | Asset pricing | Attention | Trading volume | Volume shocks | Handelsvolumen der Börse | Schock | Shock | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Schätzung | Estimation |
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