Trading activity and expected stock returns

Keywords

Market liquidityEconomicsLiberian dollarStock (firearms)Volatility (finance)Equity (law)Monetary economicsEconometricsCapital asset pricing modelFinancial economicsInventory turnoverBusinessStock exchangeFinance

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Publication Info

Year: 2001
Type: article
Volume: 59
Issue: 1
Pages: 3-32
Citations: 903
Access: Closed

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APA Style

                            
                                    Tarun Chordia, 
                                
                                    Avanidhar Subrahmanyam, 
                                
                                    V. Ravi Anshuman
                                
                            (2001). 
                            Trading activity and expected stock returns. 
                            Journal of Financial Economics
                            , 59
                            (1)
                            , 3-32.
                            https://doi.org/10.1016/s0304-405x(00)00080-5

Identifiers

DOI: 10.1016/s0304-405x(00)00080-5