Trading activity and expected stock returns
Article 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.
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2001
Dividends, Valuation
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2001
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Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
Article Abstract:
Cross sectional regression specifications are used to forecast stock market crashes.
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2001
Stock-exchange
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2001
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Order imbalance and individual stock returns: theory and evidence
Article Abstract:
An analysis of the effect of the inventory on the daily stock price movement is furnished. The effect of order imbalance is analyzed.
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2004
Management dynamics, Inventory Control, Pricing Policy, Management, Causes of, Pricing, Company business management, Factory orders, Global economy, Product price
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2004
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Subjects list: Statistical Data Included, Research, United States, Stock exchanges, Securities industry, Stock price forecasting, Analysis
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