1. Stock Market Trading VolumeAndrew W. Lo and Jiang Wang∗ First Draft: September 5, 2001 AbstractIf price and quantity are the fundamental building blocks of any theory…
1. Momentum, market states and investor behaviorLuis Muga and Rafael Santamaría Departamento de Gestión de EmpresasUniversidad Pública de Navarra Mailing address: Luis…