Persistence or reversal? The effects of abnormal trading volume on stock returns

journal contribution

posted on 2024-02-09, 03:59 authored by M Li, Xiangkang YinXiangkang Yin, J Zhao

Persistence or reversal? The effects of abnormal trading volume on stock returns

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Related Materials

1.
DOI - Is version of https://doi.org/10.1080/1351847X.2024.2303092

Location

Oxford, Eng.

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Journal

European Journal of Finance, The

Volume

ahead-of-print

Pagination

1-24

ISSN

1351-847X

eISSN

1466-4364

Issue

ahead-of-print

Publisher

Taylor & Francis (Routledge)

Publication URL

http://dx.doi.org/10.1080/1351847x.2024.2303092

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Categories

Keywords

Abnormal trading volume ANOMALIES ATTENTION AUTOCORRELATION Business & Economics Business, Finance CROSS-SECTION EQUILIBRIUM G11 G12 INFORMATION investor sentiment INVESTOR SENTIMENT LIQUIDITY MARKET return momentum return reversal RISK Social Sciences

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All Rights Reserved

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