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Review of Studies on the Relationship between Trading Volume and Stock Returns

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Volume Based Portfolio Strategies
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Abstract

Trading volume has attracted researchers’ attention for years, resulting in voluminous existing literature. LO/WANG (2000) report to have found 190 articles from various fields of study including economics, finance and accounting. Within the finance literature, studies exist mainly on volume-return relations, market microstructure, volumereturn volatility relations, and models of asymmetric information.

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© 2010 Gabler | GWV Fachverlage GmbH

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Brändle, A. (2010). Review of Studies on the Relationship between Trading Volume and Stock Returns. In: Volume Based Portfolio Strategies. Gabler. https://doi.org/10.1007/978-3-8349-8716-7_2

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