The Impact of Trading Volume on Stock Return Distributions: An Empirical Analysis

Research output: Book/ReportCommissioned report

Original languageEnglish
Place of PublicationHelsinki
PublisherETLA - Elinkeinoelämän tutkimuslaitos
Number of pages27
Publication statusPublished - 1990
MoE publication typeD4 Published development or research report or study

Publication series

NameKeskusteluaiheita - Dicussion papers
PublisherETLA
No.315
ISSN (Print)0781-6847

Keywords

  • 512 Business and Management
  • return distribution
  • trading volume
  • volatility
  • kurtosis
  • informational efficiency

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