THE HIGH-VOLUME RETURN PREMIUM
The objective of this paper is to investigate the role of trading activity in terms of the information it contains about future return. More precisely, we are interested in the power of trading volume in predicting the direction of future return movements. We find that individual stock whose trading...
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| Format: | Article |
| Language: | Indonesian |
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Petra Christian University
2007-01-01
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| Series: | Jurnal Akuntansi dan Keuangan |
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| Online Access: | http://puslit2.petra.ac.id/ejournal/index.php/aku/article/view/16813 |