Is trading volume still a determinant of cross-autocorrelations in stock returns?

Loading...
Thumbnail Image

URL

Journal Title

Journal ISSN

Volume Title

School of Business | Bachelor's thesis

Date

2020

Major/Subject

Mcode

Degree programme

Rahoitus

Language

en

Pages

16+4

Series

Description

Thesis advisor

Ungeheuer, Michael

Keywords

trading volume, turnover, determinant, cross-autocorrelation

Other note

Citation