The Long-Run Persistence of Trading Volume

博士 === 臺灣大學 === 財務金融學研究所 === 98 === This paper studies long-run persistence of trading volume by investigating the evolution of share turnover in the cross-section of stocks listed in NYSE/AMEX and NASDAQ. Using quartiles based on turnover in portfolio formation year, this paper documents new eviden...

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Bibliographic Details
Main Authors: Xuan-Qi Su, 蘇玄啟
Other Authors: Sheng-Syan Chen
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/45375788636156807545