Wongchoti, Udomsak; Wu, Fei; Young, Martin - In: International Review of Financial Analysis 18 (2009) 1-2, pp. 12-20
We provide a closer look at the trading dynamics which may give rise to the positive relationship between market trading volume and its lagged returns. Chinese market turnover increases sharply with past day returns. A comprehensive dataset which facilitates the tracing of trading activities...
