Dynamic Volume-Return Relation of Individual Stocks
收藏NBER2001-05-01 更新2025-01-04 收录
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https://www.nber.org/papers/w8312
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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
