Dynamic Volume-Return Relation of Individual Stocks
收藏数据链接：
官方服务：
资源简介：
We examine the dynamic relation between return and volume of individual stocks. Using a simple model in which investors trade to share risk or speculate on private information, we show that returns generated by risk-sharing trades tend to reverse themselves while returns generated by speculative
提供机构：
美国国家经济研究局创建时间：
2001-05-01
