Dynamic Linkages Between Trading Volume and Price Movements: Evidence for Small Firm Stocks
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Dynamic Linkages Between Trading Volume and Price Movements: Evidence for Small Firm Stocks

        

Dynamic Linkages Between Trading Volume and Price Movements: Evidence for Small Firm Stocks

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Recent theoretical and empirical studies suggest that volume conveys useful information to forecast stock price movements. We investigate the information content of volume for the stock indices of small-capitalization firms in the US and France. Information asymmetry problems tend to be more important for small-capitalization firms and it can be argued that the information content of volume should be more significant. We find that volume does indeed forecast returns of the small-capitalization... More
Material Type: Open Journal-Article
Technical Format: PDF
Date Added to MERLOT: March 23, 2011
Date Modified in MERLOT: August 07, 2014
Author:
Submitter: Howard Kuan

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  • Reviewed by members of Editorial board for inclusion in MERLOT.
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Primary Audience: College Upper Division, Graduate School, Professional
Mobile Compatibility: Not specified at this time
Language: English
Cost Involved: unsure
Source Code Available: unsure
Accessiblity Information Available: unsure
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