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Three essays on trading volume

강민 2020년

논문상세정보
인용/피인용
' Three essays on trading volume' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • 일반 경영
  • High-volume return premium
  • Korean Stock market
  • Low-volume return premium
  • Mean-reversion
  • Trading volume
  • US stock market
  • illiquidity
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
1,512 0

0.0%

' Three essays on trading volume' 의 참고문헌

  • 「Risk measurement when shares are subject to infrequent trading」
    7 ( 2 ) , pp . 197-226 . [1979]
  • 「Illiquidity and stock returns :Cross-section and time-series effects」
    5 ( 1 ) , pp . 31-56 . [2002]
  • ``Cross-correlations between volumeChange and priceChange ,
    106 ( 52 ) , pp . 22079-22084 . [2009]
  • The high‐volume return premium
    56 ( 3 ) , pp . 877-919 . [2001]
  • The high-volume return premium andChanges in investor recognition ,
    51 , pp . 121- 136 [2018]
  • The high-volume return premium : Evidence from the Australian equity market
    13 ( 5 ) , pp . 74-93 . [2013]
  • The high-volume return premium : Does it exist in theChinese stock market ?
    46 , pp . 323-336 . [2017]
  • The high volume return premium : Cross-country evidence
    103 ( 2 ) , pp . 255-279 . [2012]
  • The effect of market segmentation and illiquidity on asset prices : Evidence from exchange listings
    49 ( 2 ) , pp . 611-636 . [1994]
  • Risk , uncertainty , and divergence of opinion
    32 ( 4 ) , pp . 1151-1168 [1977]
  • Post-earnings-announcement drift : delayed price response or risk premium ?
    27 , pp . 1-36 . [1989]
  • On persistence in mutual fund performance
    52 ( 1 ) , pp.57-82 . [1997]
  • On divergence of opinion and imperfections in capital markets
    73 ( 1 ) , pp . 114-128 [1983]
  • Low-volume return premium in the Korean stock market
    58 . 101204 [2019]
  • Liquidity risk and expected stock returns
    111 ( 3 ) , pp . 642-685 . [2003]
  • Extreme volumes and expected stock returns : Evidence fromChina 's stock market
    12 ( 5 ) , pp . 577-597 [2004]
  • Efficient capital markets : a review of theory and empirical work
    25 ( 2 ) , pp . 383-417 . [1970]
  • Differences of Opinion , Overconfidence , And The High‐Volume Premium
    34 ( 1 ) , pp . 1-25 . [2011]
  • Common risk factors in the returns on stocks and bonds
    33 ( 1 ) , pp . 3-56 . [1993]
  • Asset pricing and the bid-ask spread
    17 ( 2 ) , pp . 223-249 . [1986]
  • A simple model of capital market equilibrium with incomplete information .
    42 ( 3 ) , 483–510 . [1987]
  • A simple , positive semi-definite , heteroskedasticity and autocorrelation consistent covariance matrix
    55 ( 3 ) , pp . 703-708 . [1987]
  • A five-factor asset pricing model
    116 ( 1 ) , pp . 1-22 . [2015]