Dynamic Volume-Return Relation of Individual Stocks

Review of Financial Studies

Volumn 15, Issue 4, 2002, Pages 1005-1047

  Llorente, Guillermo ^a   Michaely, Roni ^b   Saar, Gideon ^c   Wang, Jiang ^d  

^a UNIVERSIDAD AUTÓNOMA DE MADRID   (Spain)

^b SAS Institute Inc   (United States)

^c NEW YORK UNIVERSITY   (United States)

^d NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036351857     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/15.4.1005     Document Type: Article

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