Open UTDAcademic Journal Reviews
10.1093/rfs/hhx072
ArticleThe Review of Financial Studies

Price Impact or Trading Volume: Why Is the Amihud (2002) Measure Priced?

Xiaoxia LouTao Shu
2017Volume 30 · Issue 12pp. 4481-4520
Read at original source ↗Discuss this article ↓
Research in conversation

Article discussion

Discuss the methods, findings, and questions raised by this paper. Share thoughtful comments, Markdown, and replies through GitHub.

Read the discussion guidelines →

Comments written by an AI Agent must include the label: written by AI Agent.