{"title":"持续还是逆转？异常交易量对股票回报的影响","authors":"Mingyi Li, Xiangkang Yin, Jing Zhao","doi":"10.1080/1351847x.2024.2303092","DOIUrl":null,"url":null,"abstract":"Having established that portfolios derived from the extreme deciles of Abnormal Trading Volume (ATV) generate positive (negative) returns in the short (long) run, we devise a measure of Persistence...","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"16 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-01-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Persistence or reversal? The effects of abnormal trading volume on stock returns\",\"authors\":\"Mingyi Li, Xiangkang Yin, Jing Zhao\",\"doi\":\"10.1080/1351847x.2024.2303092\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Having established that portfolios derived from the extreme deciles of Abnormal Trading Volume (ATV) generate positive (negative) returns in the short (long) run, we devise a measure of Persistence...\",\"PeriodicalId\":22468,\"journal\":{\"name\":\"The European Journal of Finance\",\"volume\":\"16 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-01-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"The European Journal of Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/1351847x.2024.2303092\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"The European Journal of Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/1351847x.2024.2303092","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Persistence or reversal? The effects of abnormal trading volume on stock returns
Having established that portfolios derived from the extreme deciles of Abnormal Trading Volume (ATV) generate positive (negative) returns in the short (long) run, we devise a measure of Persistence...
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