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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 Jory
This 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 Issues

ISSN

1933-3439

Issue

2

Volume

2

Page range

1-13

Department affiliated with

  • Business and Management Publications

Full text available

  • No

Peer reviewed?

  • Yes

Legacy Posted Date

2012-06-14

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