Dynamic Return-Volume Relation and Future Returns - Implication for Reducing Investing Risk

@article{Chuang2009DynamicRR,
  title={Dynamic Return-Volume Relation and Future Returns - Implication for Reducing Investing Risk},
  author={Wu-Jen Chuang and Liang-Yuh Ou-Yang and Wen-Chen Lo},
  journal={2009 International Association of Computer Science and Information Technology - Spring Conference},
  year={2009},
  pages={296-300}
}
Trading volume is not only common market statistics and liquidity indicator, but also full of information. To reduce the risk, investors are used to predicting stock prices by observing trading volume and stock prices together and by analyzing returns and unusual high or low level of volume to signal return-pattern reversed or continued. This paper examines… CONTINUE READING