haku: @indexterm Chile / yhteensä: 73
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| Tekijä: | Parisi, F. Acevedo, C. |
| Otsikko: | Volume and autocovariance in short-horizon stock returns: evidence from 1992 to 1998 in Chile |
| Lehti: | International Review of Financial Analysis
2001 : VOL. 10:3, p. 275-285 |
| Asiasana: | RETURN ON INVESTMENT TRADING CHILE |
| Kieli: | eng |
| Tiivistelmä: | This research investigates the relationship between volume and subsequent return patterns in individual securities' short-horizon returns. Using a variant of Lehmann's contrarian trading strategy, the authors found strong evidence of a relationship between trading activity and subsequent autocovariances in weekly returns. |
SCIMA