The Relation Between Common Stock Returns Trading Activity and Market Value
This study examines the relation between common stock returns, trading activity and market value. Our results indicate that although firm size and trading activity are highly correlated, differences in trading activity are not the underlying reason for the firm size anomaly, the finding of systemati...
|Published in:||The Journal of Finance, Vol. 38, No. 4 (1983), p. 1075-1086|
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|Item Description:||Copyright: Copyright 1983 The American Finance Association|
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