Construct · 1 fields · 1 citations

high-volume return premium: a standalone construct

One name. One construct. A landmark on the map.

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Asset pricing

the finding that stocks with unusually high trading volume over a short window earn higher subsequent returns, linked to greater investor visibility.

In asset pricing, high-volume return premium refers to the finding that stocks with unusually high trading volume over a short window earn higher subsequent returns, linked to greater investor visibility. This meaning comes from Gervais (2001) in The Journal of Finance.[1]

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructs premium4 fields · 4 citationsjingle · one word, four constructs return3 fields · 3 citationsjingle · one word, three constructs

References

Gervais, S., Kaniel, R., & Mingelgrin, D. H. (2001). The High‐Volume Return Premium. The Journal of Finance, 56(3), 877-919. https://doi.org/10.1111/0022-1082.00349

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