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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/45375788636156807545 |