Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
Clicks: 2
ID: 306725
2000
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This
article has not been analysed, so there is no overall score —
reader engagement is measured and shown alongside.
Reader Engagement
Emerging Content
0.3
/100
2 views
1 readers
AI Quality Assessment
Not analyzed
Readership in this journal
EmergingRanked #153 of 192 articles by views in review of financial studies
Most read
Least read
Bar heights use a square-root scale. Only the 120 most-read articles are drawn; the journal has 192 in total.
Mint this article as an NFT
Not yet mintedCreate a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.
5
SUSD
one-off · no wallet required
Abstract
Journal Article Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory Get access Andrew W. Lo, Andrew W. Lo MIT Address correspondence to Andrew W. Lo, MIT Sloan School of Management, 50 Memorial Drive, Cambridge, MA 02142-1347, or e-mail: alo@mit.edu. Search for other works by this author on: Oxford Academic Google Scholar Jiang Wang Jiang Wang MIT Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 13, Issue 2, April 2000, Pages 257–300, https://doi.org/10.1093/rfs/13.2.257 Published: 15 June 2015
Abstract Quality Issue:
This abstract appears to be incomplete or contains metadata (86 words).
Try re-searching for a better abstract.
| Reference Key |
openalex_W3123774674
Use this key to autocite in the manuscript while using
SciMatic Manuscript Manager or Thesis Manager
|
|---|---|
| Authors | Andrew W. Lo, Jiang Wang |
| Journal | review of financial studies |
| Year | 2000 |
| DOI |
10.1093/rfs/13.2.257
|
| URL | |
| Keywords | Keywords not found |
Citations
No citations found. To add a citation, contact the admin at info@scimatic.org
Comments
No comments yet. Be the first to comment on this article.