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Stock market declines and liquidity
Hameed, Allaudeen; Kang, Wenjin; Viswanathan, S. - In: The journal of finance : the journal of the American … 65 (2010) 1, pp. 257-293
Persistent link: https://www.econbiz.de/10003923942
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Market states and momentum
Cooper, Michael J.; Gutierrez, Roberto C.; Hameed, Allaudeen - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1345-1365
Persistent link: https://www.econbiz.de/10002098574
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Volume and autocovariances in short-horizon individual security returns
Conrad, Jennifer S. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1305-1329
Persistent link: https://www.econbiz.de/10001171963