The high-volume return premium: evidence from the Chinese stock market

Zhong-Guo Zhou ()

Review of Quantitative Finance and Accounting, 2010, vol. 35, issue 3, 295-313

Keywords: High-volume return premium; High-low volume portfolio; High-low volume and size portfolio; Volume momentum portfolio; Short-run reversal; G12; G14; G15 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s11156-008-0092-9

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