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Return premium
2
Developing markets
1
Excess stock returns
1
High-low volume and size portfolio
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High-low volume portfolio
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High-volume return premium
1
International stock markets
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Short-run reversal
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English
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Kaniel, Ron
1
Karim, Khondkar
1
Ozoguz, Arzu
1
Rutledge, Robert
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Starks, Laura
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Zhang, Zhaohui
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Asia-Pacific Financial Markets
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Review of Quantitative Finance and Accounting
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The high volume
return
premium
: Cross-country evidence
Kaniel, Ron
;
Ozoguz, Arzu
;
Starks, Laura
- In:
Journal of Financial Economics
103
(
2012
)
2
,
pp. 255-279
We examine the high volume
return
premium
across 41 different countries and find it to be a phenomenon found in both …
Persistent link: https://www.econbiz.de/10010571653
Saved in:
2
The high-volume
return
premium
: evidence from the Chinese stock market
Zhou, Zhong-Guo
- In:
Review of Quantitative Finance and Accounting
35
(
2010
)
3
,
pp. 295-313
Persistent link: https://www.econbiz.de/10008776276
Saved in:
3
Is There a Size Effect in the Pricing of Stocks in the Chinese Stock Markets?: The Case of Bull Versus Bear Markets
Rutledge, Robert
;
Zhang, Zhaohui
;
Karim, Khondkar
- In:
Asia-Pacific Financial Markets
15
(
2008
)
2
,
pp. 117-133
Persistent link: https://www.econbiz.de/10005727099
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