Stock Market Trading and Market Conditions
收藏NBER2004-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10719
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资源简介：
This paper investigates the dynamic relation between market-wide trading activity and returns in 46 markets. Many stock markets exhibit a strong positive relation between turnover and past returns. These findings stand up in the face of various controls for volatility, alternative definitions for
提供机构：
美国国家经济研究局
创建时间：
2004-09-01
