Noise trading, transaction costs, and the relationship of stock returns and trading volume

International Review of Economics and Finance

Volumn 8, Issue 4, 1999, Pages 343-362

  Kramer, Charles ^a  

^a INTERNATIONAL MONETARY FUND   (United States)

Author keywords

Capital asset pricing model (CAPM); Noise trading; Trading volume

Indexed keywords

EID: 0033229188     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(99)00019-2     Document Type: Article

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