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International evidence on the relationship between trading volume and serial correlation in stock returns
journal contribution
posted on 2023-06-08, 11:46 authored by Thanh N Ngo, Surendranath JoryThis 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.
History
Publication status
- Published
Journal
Global Journal of Finance and Banking IssuesISSN
1933-3439Publisher URL
Issue
2Volume
2Page range
1-13Department affiliated with
- Business and Management Publications
Full text available
- No
Peer reviewed?
- Yes
Legacy Posted Date
2012-06-14Usage metrics
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