Trading Volume and Momentum: The International Evidence

We investigate the role of trading volume in predicting the magnitude and persistence of the price momentum phenomenon in markets around the world. Using comprehensive data for 38,273 stocks from 37 countries, we show that past trading volume relates to both the level and persistence of momentum pro...

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Veröffentlicht in:	Multinational finance journal 2015-12, Vol.19 (4), p.267-313
Hauptverfasser:	Bornholt, Graham, Dou, Paul, Malin, Mirela
Format:	Artikel
Sprache:	eng
Schlagworte:	International finance Investment policy Manycountries Profitability Securities trading Stock prices Studies
Online-Zugang:	Volltext
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