After the overview of previous research on the relationship between trading volume and stock returns, this chapter presents the research project's methodology. We start by describing the research questions. We then outline the data used in the empirical tests. This is followed by a detailed description of the methodology applied to answer each research question. The chapter ends with the statement of the main research hypotheses and the differentiation from existing literature.
KeywordsStock Return Trading Volume Expected Return Capital Asset Price Model Portfolio Return
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