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What is Impact of Trading Styles on Volume about?

This paper analyzes how the rebalancing trades of style investors in equity markets, based on stock characteristics like firm size and momentum, affect trading volume. It finds that changes in these characteristics significantly influence the propensity to sell stocks, which in turn explains a substantial portion of trading volume. The results highlight the importance of style investing as a key driver of trading activity in equity markets.

Author

Soroosham

Language

EN