The power of tests employing log-transformed volume in detecting abnormal trading
- 1 June 1991
- journal article
- Published by Elsevier in Journal of Accounting and Economics
- Vol. 14 (2) , 203-214
- https://doi.org/10.1016/0165-4101(91)90005-9
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Investigating security-price performance in the presence of event-date uncertaintyJournal of Financial Economics, 1988
- A test of dividend irrelevance using volume reactions to a change in dividend policyJournal of Financial Economics, 1986
- Using daily stock returnsJournal of Financial Economics, 1985
- Measuring security price performanceJournal of Financial Economics, 1980