Jory, Surendranath R. and Ngo, Thanh N. (2008) International evidence on the relationship between trading volume and serial correlation in stock returns. Global Journal of Finance and Banking Issues, 2 (2). pp. 1-13. ISSN 1933-3439Full text not available from this repository.
This paper examines the relationship between trading volume and stock return autocorrelation in different international stock markets. The results show that the relationship is asymmetric among markets and is stronger in those less developed. The relationship is stronger in markets where informed trading based on private information is possible.
|Subjects:||University of Westminster > Westminster Business School|
|Depositing User:||Miss Nina Watts|
|Date Deposited:||02 Feb 2010 16:14|
|Last Modified:||22 May 2013 16:12|
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