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-share market. We provide evidence that an unusually low trading volume can signify negative information about firm fundamentals. Moreover, unusual trading volumes could predict...
