Volume Based Portfolio Strategies pp 6-46 | Cite as
Review of Studies on the Relationship between Trading Volume and Stock Returns
Chapter
Abstract
Trading volume has attracted researchers’ attention for years, resulting in voluminous existing literature. LO/WANG (2000) report to have found 190 articles from various fields of study including economics, finance and accounting. Within the finance literature, studies exist mainly on volume-return relations, market microstructure, volumereturn volatility relations, and models of asymmetric information.
Keywords
Stock Market Stock Return Trading Volume Trading Cost Absolute Return
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Preview
Unable to display preview. Download preview PDF.
Copyright information
© Gabler | GWV Fachverlage GmbH 2010