Trading volume: Implications of an intertemporal capital asset pricing model

Journal of Finance

Volumn 61, Issue 6, 2006, Pages 2805-2840

  Lo, Andrew W ^a   Wang, Jiang ^b  

^a NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33846222449     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2006.01005.x     Document Type: Article

References (23)

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