The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence

Journal of Banking and Finance

Volumn 26, Issue 1, 2002, Pages 51-78

  Lee, Bong Soo ^a   Rui, Oliver M ^b  

^a UNIVERSITY OF HOUSTON   (United States)

^b HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

Spillover; Trading volume; VAR

Indexed keywords

EID: 0042851768     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(00)00173-4     Document Type: Article

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