Guillermo Llorente

Universidad Autonoma de Madrid

Facultad de C. Economicas

Madrid, Madrid 28049

Spain

SCHOLARLY PAPERS

3

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311

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164

Scholarly Papers (3)

1.
Downloads 1,204 ( 18,234)
Citation 158

Dynamic Volume-Return Relation of Individual Stocks

Number of pages: 45 Posted: 25 Oct 2000
Guillermo Llorente, Roni Michaely, Gideon Saar and Jiang Wang
Universidad Autonoma de Madrid, University of Geneva - Geneva Finance Research Institute (GFRI), Cornell University - Samuel Curtis Johnson Graduate School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,001 (23,600)
Citation 14

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Dynamic Volume-Return Relation of Individual Stocks

NYU Working Paper No. FIN-00-032
Number of pages: 45 Posted: 04 Nov 2008
Guillermo Llorente, Roni Michaely, Gideon Saar and Jiang Wang
Universidad Autonoma de Madrid, University of Geneva - Geneva Finance Research Institute (GFRI), Cornell University - Samuel Curtis Johnson Graduate School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 126 (245,923)
Citation 106

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Dynamic Volume-Return Relation of Individual Stocks

NBER Working Paper No. w8312
Number of pages: 55 Posted: 03 Jun 2001 Last Revised: 22 Oct 2010
Guillermo Llorente, Roni Michaely, Gideon Saar and Jiang Wang
Universidad Autonoma de Madrid, University of Geneva - Geneva Finance Research Institute (GFRI), Cornell University - Samuel Curtis Johnson Graduate School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 77 (343,144)

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2.

Volume and Return Information on Individual Stocks

Number of pages: 38 Posted: 17 Feb 2006
Ludwig B. Chincarini and Guillermo Llorente
University of San Francisco School of Management and Universidad Autonoma de Madrid
Downloads 311 (106,470)
Citation 1

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Volume information,Trading Strategies,Technical Analysis, Momentum

3.

Trading and Information in Futures Markets

Number of pages: 57 Posted: 12 May 2015 Last Revised: 24 Jul 2019
Guillermo Llorente and Jiang Wang
Universidad Autonoma de Madrid and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 290 (114,891)

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futures markets, CTI, liquidity, price discovery