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Does volume provide information? Evidence from the Irish Stock Market
Brian M. Lucey , 2005, vol. 1, issue 2, pages 105-109
Applied Financial Economics Letters Abstract:
The mixture of distributions hypothesis (MDH) suggests that trading volume of shares provides information to share prices and returns. This study examines this, for the first time, in the context of the Irish stock exchange. The evidence is mixed, and only weakly in favour of the MDH. Volume appears not to be important in explaining the volatility of the Irish market.
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