Trading Volume and Time Varying Betas

DOI10.1093/ROF/RFAB014zbMath1497.91293OpenAlexW3160001666MaRDI QIDQ5093616

Christopher Hrdlicka

Publication date: 28 July 2022

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfab014

zbMATH Keywords

return predictabilityturnoverbeta estimationdividend predictability

Mathematics Subject Classification ID

Financial markets (91G15)

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