Lai, Huei-Hwa; Chang, Tzu-pu; Hu, Cheng-Han; Chou, Po-Ching - In: Cogent economics & finance 10 (2022) 1, pp. 1-18
returns and abnormal trading volumes of TPEx 50 index constituents. It also explores the motive underlying GSVI based on … trading volumes. (3) If GSVI is driven by positive shocks, then it can predict excess returns and abnormal trading volumes …