Volume autocorrelation, information, and investor trading

Journal of Banking and Finance

Volumn 28, Issue 9, 2004, Pages 2155-2174

  Covrig, Vicentiu ^a   Ng, Lilian ^b  

^a CALIFORNIA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF WISCONSIN MILWAUKEE   (United States)

Author keywords

Information flow; Institutions; Volume autocorrelation

Indexed keywords

EID: 3242880148     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2003.08.005     Document Type: Article

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