| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5089912 | Journal of Banking & Finance | 2012 | 8 Pages |
Abstract
⺠This paper investigates the empirical linkages between stock returns and trading volume. ⺠We find strong evidence of asymmetry in contemporaneous correlation between returns and volume. ⺠Stock return is capable of predicting trading volume in both bear and bull markets.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Shiu-Sheng Chen,