Extreme volumes and expected stock returns: Evidence from China's stock market

Pacific Basin Finance Journal

Volumn 12, Issue 5, 2004, Pages 577-597

  Yun Wang, Chang ^a,b   Sang Cheng, Nam ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b RENMIN UNIVERSITY OF CHINA   (China)

Author keywords

China's stock market; Extreme volumes; Security characteristics; Stock returns

Indexed keywords

EID: 4644260396     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2004.04.002     Document Type: Article

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