Volume and Serial Correlation in Stock Returns: Evidence from 46 Countries
碩士 === 國立臺灣大學 === 財務金融學研究所 === 100 === This study examines the theoretical model of Campbell, Grossman and Wang (1993) which predicts that the serial correlation of stock returns tends to decline with volume. This study investigates the relationship in 46 countries and confirms that in most of the s...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/90688215681237151433 |