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John Y. Campbell
Morton L. and Carole S. Olshan Professor of Economics
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John Y. Campbell
Morton L. and Carole S. Olshan Professor of Economics
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Trading Volume and Serial Correlation in Stock Returns
Trading Volume and Serial Correlation in Stock Returns
Publication information:
Campbell J, Grossman S, Wang J. Trading Volume and Serial Correlation in Stock Returns. Quarterly Journal of Economics. 1993;108(4):905–939.
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