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Hedging or speculation : what can we learn from the volume-return relationship?

Huang, Lin; Zhang, Dayong - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1117-1128

Persistent link: https://www.econbiz.de/10011561233

Do large hedgers and large speculators pressure on selected stock futures market in India?

Srinivasan, K.; Mahapatra, Rudra Prasanna; Mathew, Jain - In: The empirical economics letters : a monthly … 15 (2016) 7, pp. 675-682

Persistent link: https://www.econbiz.de/10011655801

Are institutions informed about news?

Hendershott, Terrence; Livdan, Dmitry; Schürhoff, Norman - In: Journal of financial economics 117 (2015) 2, pp. 249-287

Persistent link: https://www.econbiz.de/10011479892

Trading Volume, Anomaly Returns and Noise Trader Risk in China

Han, Chunmao - 2022

We document trading volume’s amplification effect on trading friction anomalies in the Chinese market. Unlike the uncertain role in different situations in the U.S. market, trading volume in the Chinese market represents noise trading activity rather than efficiency. At the market level, the...

Persistent link: https://www.econbiz.de/10013492666