NDLI: Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

Content Provider	Scilit
Author	Lo, Andrew W. Wang, Jiang
Copyright Year	2006
Description	Journal: The Journal of Finance
Related Links	http://www.nber.org/papers/w8565.pdf http://onlinelibrary.wiley.com/doi/10.1111/j.1540-6261.2006.01005.x/pdf
Ending Page	2840
Page Count	36
Starting Page	2805
ISSN	00221082
e-ISSN	15406261
DOI	10.1111/j.1540-6261.2006.01005.x
Journal	The Journal of Finance
Issue Number	6
Volume Number	61
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2006-12-01
Access Restriction	Open
Subject Keyword	Journal: The Journal of Finance Cross Section Risk Factors Capital Asset Pricing Model Asset Pricing Model
Content Type	Text
Resource Type	Article
Subject	Finance Accounting Economics and Econometrics

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Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model