Trading volume and cross-autocorrelations in stock returns

Chordia, Tarun and Swaminathan, Bhaskaran 2000, Trading volume and cross-autocorrelations in stock returns, Journal of finance, vol. 55, no. 2, pp. 913-935, doi: 10.1111/0022-1082.00231.

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Title Trading volume and cross-autocorrelations in stock returns
Author(s) Chordia, Tarun
Swaminathan, Bhaskaran
Journal name Journal of finance
Volume number 55
Issue number 2
Start page 913
End page 935
Total pages 23
Publisher Wiley
Place of publication Chichester, Eng.
Publication date 2000-04
ISSN 0022-1082
Language eng
DOI 10.1111/0022-1082.00231
Field of Research 1502 Banking, Finance And Investment
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2000, Wiley
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Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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