Market Value Volatility and the Volume of Traded Stock for U.S. Industrial Corporations
A novel two-phase econometric approach was used to first obtain the variance (volatility) of the firm’s market value adjusted for its common stock repurchases and other determinants (the traditional approach). Then, the variance of some 1,077 firms was used to predict the volume of the firm’s commo...
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| Format: | Article |
| Language: | English |
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AIMS Press
2017-12-01
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| Series: | Quantitative Finance and Economics |
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| Online Access: | http://www.aimspress.com/QFE/article/1753/fulltext.html |