Noise Trading, Transaction Costs, and the Relationship of Stock Returns and Trading Volume (Record no. 166289)

000 -LEADER
fixed length control field 02126nam a22003734a 4500
001 - CONTROL NUMBER
control field WPIEA1261994
003 - CONTROL NUMBER IDENTIFIER
control field IMF
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20190408083541.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 020129s1994 dcu o i00 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1451854870 :
Terms of availability 15.00 USD
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781451854879
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER
International Standard Serial Number 1018-5941
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.5089/9781451854879.001
Source of number or code doi
035 ## - SYSTEM CONTROL NUMBER
System control number (IMF)WPIEA1261994
040 ## - CATALOGING SOURCE
Original cataloging agency DcWaIMF
Language of cataloging eng
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Kramer, Charles Frederick.
245 10 - TITLE STATEMENT
Title Noise Trading, Transaction Costs, and the Relationship of Stock Returns and Trading Volume
Medium [electronic resource] /
Statement of responsibility, etc Charles Frederick Kramer.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Washington, D.C. :
Name of publisher, distributor, etc International Monetary Fund,
Date of publication, distribution, etc 1994.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (36 p.)
490 1# - SERIES STATEMENT
Series statement IMF Working Papers; Working Paper ;
Volume number/sequential designation No. 94/126
520 3# - SUMMARY, ETC.
Summary, etc The relationship of stock returns and trading volume is the focus of much recent interest. I examine an economic model of a rational trader who operates in a market with transactions costs and noise trading. The level of trading affects the rational trader's marginal cost of transacting; as a result, trading volume is a source of risk. This engenders an equilibrium relationship between returns and volume. The model also provides a simple way to scrutinize this relationship empirically. Empirical evidence supports the implications of the model.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Description based on print version record.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Equation
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Explanatory Power
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Orthogonality
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistics
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Transactions Costs
Source of heading or term imf
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Geographic name United States
Source of heading or term imf
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print Version:
Main entry heading Kramer, Charles Frederick.
Title Noise Trading, Transaction Costs, and the Relationship of Stock Returns and Trading Volume
Place, publisher, and date of publication Washington, D.C. : International Monetary Fund, 1994.
International Standard Book Number 9781451854879
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title IMF Working Papers; Working Paper ;
Volume number/sequential designation No. 94/126
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://elibrary.imf.org/view/IMF001/04957-9781451854879/04957-9781451854879/04957-9781451854879.xml">http://elibrary.imf.org/view/IMF001/04957-9781451854879/04957-9781451854879/04957-9781451854879.xml</a>
Public note IMF e-Library
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://www.imfbookstore.org/IMFORG/9781451854879">http://www.imfbookstore.org/IMFORG/9781451854879</a>
Public note IMF Book Store

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