Guillermo Llorente

Universidad Autonoma de Madrid

Facultad de C. Economicas

Madrid, Madrid 28049

Spain

SCHOLARLY PAPERS

3

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289

CROSSREF CITATIONS

162

Scholarly Papers (3)

1.
Downloads 1,249 ( 20,328)
Citation 150

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, The University of Hong Kong, Cornell University - Samuel Curtis Johnson Graduate School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,040 (26,205)

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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, The University of Hong Kong, Cornell University - Samuel Curtis Johnson Graduate School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 128 (275,610)
Citation 98

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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: 19 Sep 2021
Guillermo Llorente, Roni Michaely, Gideon Saar and Jiang Wang
Universidad Autonoma de Madrid, The University of Hong Kong, Cornell University - Samuel Curtis Johnson Graduate School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 81 (375,945)
Citation 4

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2.

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 332 (113,931)

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futures markets, CTI, liquidity, price discovery

3.

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 324 (117,017)
Citation 1

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Volume information,Trading Strategies,Technical Analysis, Momentum