Zijun Wang

University Texas at San Antonio

San Antonio, TX 78249

United States

SCHOLARLY PAPERS

2

DOWNLOADS

236

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The High-Volume Return Premium and Economic Fundamentals

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 59 Posted: 05 May 2020
Zijun Wang
University Texas at San Antonio
Downloads 202 (188,790)
Citation 1

Abstract:

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High Volume Return Premium, Economic Fundamentals, Rational and Mis-pricing-Based Asset Pricing Models, Volume Shocks

2.

The High-Volume Return Premium and Economic Fundamentals (Internet Appendix)

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 31 Posted: 05 May 2020
Zijun Wang
University Texas at San Antonio
Downloads 34 (552,946)

Abstract:

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High volume return premium, Economic fundamentals, Rational and mispricing-based asset pricing models, Volume shocks