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The curious case of changes in trading dynamics : when firms switch from NYSE to NASDAQ
Dang, Viet Anh; Michayluk, David; Pham, Thu Phuong - In: Journal of financial markets 41 (2018), pp. 17-35
Persistent link: https://www.econbiz.de/10012001766
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Risk-return trade-off and serial correlation : do volume and volatility matter?
Kinnunen, Jyri - In: Journal of financial markets 20 (2014), pp. 1-19
Persistent link: https://www.econbiz.de/10010442399
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Market size matters : a model of excess volatility in large markets
Kawakami, Kei - In: Journal of financial markets 28 (2016), pp. 24-45
Persistent link: https://www.econbiz.de/10011722227
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Do upgrades matter? : evidence from trading volume
Brogaard, Jonathan; Koski, Jennifer L.; Siegel, Andrew F. - In: Journal of financial markets 43 (2019), pp. 54-77
Persistent link: https://www.econbiz.de/10012316300