Trading activity and expected stock returns

Journal of Financial Economics

Volumn 59, Issue 1, 2001, Pages 3-32

  Chordia, Tarun ^a   Subrahmanyam, Avanidhar ^b   Anshuman, V Ravi ^c  

^a EMORY UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c INDIAN INSTITUTE OF MANAGEMENT BANGALORE   (India)

Author keywords

Anomalies; Asset pricing; G12; G14; Liquidity

Indexed keywords

EID: 0012144271     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(00)00080-5     Document Type: Article

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