Trading Volume and Serial Correlation in Stock Returns

Author:

Campbell John,Grossman Sanford,Wang Jiang

Publisher

National Bureau of Economic Research

Cited by 18 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Novel modelling strategies for high-frequency stock trading data;Financial Innovation;2023-01-17

2. Option prices and stock market momentum: evidence from China;Quantitative Finance;2018-04-23

3. Intraday momentum in FX markets: Disentangling informed trading from liquidity provision;Journal of Financial Markets;2018-01

4. The Value of Political Rhetoric to Stock Market: Evidence from the United States;SSRN Electronic Journal;2017

5. Liquidity, Stock Return and Trading Volume;Proceedings of the 2017 International Conference on Data Mining, Communications and Information Technology - DMCIT '17;2017

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