Chong, Terence Tai-Leung; Wu, Yueer; Su, Jue - In: Journal of risk and financial management : JRFM 13 (2020) 10/244, pp. 1-17
This study examines the empirical relationship between unusual trading volume and earnings surprises in China´s A …. Moreover, unusual trading volumes could predict abnormal returns close to the earnings announcement date. The degree of, and …