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...

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Bibliographic Details
Published in:The Journal of Finance, Vol. 38, No. 4 (1983), p. 1075-1086
Main Author: James, Christopher
Other Involved Persons: Edmister, Robert O.
Format: electronic Article
Language:English
ISSN:1540-6261
Item Description:Copyright: Copyright 1983 The American Finance Association
Physical Description:Online-Ressource
DOI:10.2307/2328012
Subjects:
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