THE BEHAVIOR OF DAILY STOCK-MARKET TRADING VOLUME

被引：102

作者：

AJINKYA, BB ^{[1
]}

JAIN, PC ^{[1
]}

机构：

[1] UNIV PENN,PHILADELPHIA,PA 19104

来源：

JOURNAL OF ACCOUNTING & ECONOMICS | 1989年 / 11卷 / 04期

关键词：

D O I：

10.1016/0165-4101(89)90018-9

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：331 / 359

页数：29

共 42 条

[1] A Theory of Intraday Patterns: Volume and Price Variability [J].

Admati, Anat R. ;

Pfleiderer, Paul .

REVIEW OF FINANCIAL STUDIES, 1988, 1 (01) :3-40

[2]

AJINKYA B, 1988, VOLUME TRADING DISPE

[3]

BALL R, 1989, IN PRESS J BANKING F

[4] THE INFORMATION-CONTENT OF ANNUAL EARNINGS RELEASES - A TRADING VOLUME APPROACH [J].

BAMBER, LS .

JOURNAL OF ACCOUNTING RESEARCH, 1986, 24 (01) :40-56

[5]

BARCLAY MRH, 1988, PRIVATE INFORMATION

[6] INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENTS [J].

BEAVER, WH .

JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 :67-92

[7]

BOX GEP, 1962, J R STAT SOC B, P211

[8] USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES [J].

BROWN, SJ ;

WARNER, JB .

JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) :3-31

[9] MEASURING SECURITY PRICE PERFORMANCE [J].

BROWN, SJ ;

WARNER, JB .

JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) :205-258

[10] APPLICATION OF LEAST SQUARES REGRESSION TO RELATIONSHIPS CONTAINING AUTOCORRELATED ERROR TERMS [J].

COCHRANE, D ;

ORCUTT, GH .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1949, 44 (245) :32-61

← 1 2 3 4 5 →