| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w5010 |
| 来源ID | Working Paper 5010 |
| Differential Information and Dynamic Behavior of Stock Trading Volume | |
| Hua He; Jiang Wang | |
| 发表日期 | 1995-02-01 |
| 出版年 | 1995 |
| 语种 | 英语 |
| 摘要 | This paper develops a multi-period rational expectations model of stock trading in which investors have differential information concerning the underlying value of the stock. Investors trade competitively in the stock market based on their private information and the information revealed by the market-clearing prices, as well as other public news. We examine how trading volume is related to the information flow in the market and how investors' trading reveals their private information. |
| URL | https://www.nber.org/papers/w5010 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/562439 |
| 推荐引用方式 GB/T 7714 | Hua He,Jiang Wang. Differential Information and Dynamic Behavior of Stock Trading Volume. 1995. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w5010.pdf（799KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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