Abnormal Trading Volume, Stock Returns and the Momentum Effects
This paper intends to study the intermediate-term momentum and long-term reversal of stock prices by investigating the informational role of unusual trading volume for winner and loser stocks. I argue that unusual trading volume has different implications for winner and loser stocks. Specifically, h...
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2007
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| 在線閱讀: | https://ink.library.smu.edu.sg/etd_coll/3 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1002&context=etd_coll |
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