Stock Market Trading Volume
Overview & Synopsis
This guide tries to balance the
asset-pricing literature by reviewing the quantity implications of a dynamic
general equilibrium model of asset markets under uncertainty, and investigating
those implications empirically. Topics covered includes: Measuring Trading
Activity, The Data, Time-Series Properties, Cross-Sectional Properties, Volume
Implications of Portfolio Theory, Volume Implications of Intertemporal
Asset-Pricing Models.
Indexed from repository: FreeBookCentre
(
freebookcentre.net)
Document Information
| Document Title | Stock Market Trading Volume |
|---|---|
| Author / Organization | Andrew W. Lo and Jiang Wang |
| Categories | Stock Trading |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
FreeBookCentre
(freebookcentre.net)
|
| File Format | application/pdf (Portable Document Format) |
| Page Count | 102 pages |
| Language | EN |
| Catalog ID | DOC-308921 |
| Original Source Link | Visit Source Page on freebookcentre.net » |