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Trading volume and stock returns: a meta-analysis

Bajzik, Josef - 2020

I examine 468 estimates on the relationship between trading volume and stock returns reported in 44 studies. I deploy recent nonlinear techniques for detecting publication bias together with Bayesian and frequentist model averaging to evaluate the heterogeneity in the estimates. The results...

Persistent link: https://www.econbiz.de/10012395240

Does sentiment affect stock returns?: a meta-analysis across survey-based measures

Gric, Zuzana; Bajzík, Josef; Badura, Ondřej - 2021

Persistent link: https://www.econbiz.de/10013163719

Does sentiment affect stock returns? : a meta-analysis across survey-based measures

Gric, Zuzana; Bajzík, Josef; Badura, Ondřej - In: International review of financial analysis 89 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014466542

Trade size and the cross section of stock returns : informed versus noise traders in the Chinese growth enterprise market

Zhaohui Zhang; Chang, Tung-Lung Steven - In: International journal of business 19 (2014) 4, pp. 322-335

Persistent link: https://www.econbiz.de/10010481884

Stock returns, trading volumes and market volatility : a study on the Indian stock market

Naik, Pramod Kumar; Sethy, Tapas Kumar - In: The Indian economic journal 70 (2022) 3, pp. 406-416

Persistent link: https://www.econbiz.de/10013387728

How investor attention affects stock returns? : some international evidence

Akarsu, Sergen; Süer, Ömür - In: Borsa Istanbul Review 22 (2022) 3, pp. 616-626

We examine the effects of limited investor attention on stock returns by using Google search volume index to measure investor attention. We also investigate whether national culture and market development have any role in this relationship. We find that the impact of investor attention on stock...

Persistent link: https://www.econbiz.de/10013334801

Tracking investor gambling intensity

Zhu, Hongbing; Yang, Lihua; Xu, Changxin - In: International review of financial analysis 86 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014248291

Cross listing, disclosure regimes, and trading volume sensitivity to stock returns

Zhou, Haiyan; Owusu-Ansah, Stephen - In: Journal of economics and finance 38 (2014) 3, pp. 383-406

Persistent link: https://www.econbiz.de/10010490968

Analyst interest as an early indicator of firm fundamental changes and stock returns

Jung, Michael J.; Wong, M. H. Franco; Zhang, X. Frank - In: The accounting review : a publication of the American … 90 (2015) 3, pp. 1049-1078

Persistent link: https://www.econbiz.de/10011295567

How does Google search affect the stock market? : evidence from Indian companies

Aziz, Tariq; Ansari, Valeed Ahmad - In: Vision : the journal of business perspective 25 (2021) 2, pp. 224-232

Persistent link: https://www.econbiz.de/10012520171