Extreme Volume and Expected Stock Returns: Evidence from China's Stock Market
We examine the relation between extreme trading volumes and expected returns for individual stocks traded on the Shanghai Stock Exchange and the Shenzhen Stock Exchange over the July 1994-December 2000 interval. Contrasted with the evidence obtained from the US data [J. Finance 56 (2001) 877], our r...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2004
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soa_research/626 http://dx.doi.org/10.1016/j.pacfin.2004.04.002 |
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| Institution: | Singapore Management University |
| Language: | English |