Dynamic Volume-return Relation of Individual Stocks/ Guillermo Llorente ... [et Al.].

Dynamic Volume-return Relation of Individual Stocks/ Guillermo Llorente ... [et Al.].
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Dynamic Volume-return Relation of Individual Stocks/ Guillermo Llorente ... [et Al.].
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This manuscript is about the joint dynamics of stock returns and trading volume. It grew out of my attempt to construct an intertemporal asset pricing model wit