Trading volume
Subtitle: implications of an intertemporal capital asset pricing model
By: Andrew W. Lo, Jiang Wang.
Contributors: Wang, Jiang, 1959-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8565; Working paper series (National Bureau of Economic Research) -- working paper no. 8565.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 39
Subjects: Stock exchanges -- Econometric models.; Stocks -- Prices.; Portfolio management -- Econometric models.; Capital assets pricing model.
Genres: Econometric models.
Notes: "October 2001."

JEL no. G12, G11, G14.

Includes bibliographical references (p. 32-35).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.