Bailey, Warren (contributor); Karolyi, G. Andrew (contributor) - 2004 - [Elektronische Ressource]
Current version: 2
nd
June 2004
Abstract
We study return volatility and trading volume at times of earnings …, trading volume, volatility
* Corresponding author: Warren Bailey, Cornell, Johnson Graduate School of Management, Cornell … they list in
the U.S. Surprisingly, the abnormal return volatility and trading volume in the home market around
earnings …