Investment-Horizon Spillovers
收藏NBER2017-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23650
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资源简介：
This paper uses wavelets to decompose each stocks trading-volume variance into frequency-specific components. We find that stocks dominated by short-run fluctuations in trading volume have abnormal returns that are 1% per month higher than otherwise similar stocks where short-run fluctuations in
提供机构：
美国国家经济研究局
创建时间：
2017-08-01
