
Trading Volume and Serial Correlation in Stock Returns
Author(s) -
John Y. Campbell,
Sanford J. Grossman,
Jiang Wang
Publication year - 1992
Language(s) - English
Resource type - Reports
DOI - 10.3386/w4193
Subject(s) - stock (firearms) , volume (thermodynamics) , autocorrelation , financial economics , correlation , econometrics , business , economics , mathematics , statistics , geography , physics , thermodynamics , archaeology , geometry