Back to Search Start Over

Trading activity and expected stock returns

Authors :
Chordia, Tarun
Subrahmanyam, Avanidhar
Anshuman, V. Ravi
Source :
Journal of Financial Economics. Jan, 2001, Vol. 59 Issue 1, p3, 30 p.
Publication Year :
2001

Abstract

This paper documents a negative strong relation betweeen average returns and both the level and trading activity-related variables such as dollar trading volume and share turnover.

Details

ISSN :
0304405X
Volume :
59
Issue :
1
Database :
Gale General OneFile
Journal :
Journal of Financial Economics
Publication Type :
Academic Journal
Accession number :
edsgcl.76021902