Measuring abnormal daily trading volume for samples of NYSE/ASE and NASDAQ securities using parametric and nonparametric test statistics

Review of Quantitative Finance and Accounting

Volumn 6, Issue 3, 1996, Pages 309-326

  Campbell, Cynthia J ^a,b   Wasley, Charles E ^c  

^a United States Securities and Exchange Commission   (United States)

^b UNIVERSITY OF MASSACHUSETTS   (United States)

^c WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

Author keywords

Abnormal trading volume; Daily trading volume; Event studies; Parametric nonparametric test statistics

Indexed keywords

EID: 2942575447     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/BF00245187     Document Type: Article

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