Gagnon, Louis (contributor); Karolyi, G. Andrew (contributor) - 2006
Louis Gagnon
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G. Andrew Karolyi
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Information, Trading Volume, and International Stock Return … and trading volume in international stock
markets. We test the heterogeneous-agent, rational-expectations model of … trading volume and return comovements between the
home and U.S. markets for the cross-listed shares. We hypothesize that …