---
title: Asymmetric Stock Returns and Trading Volume Relationship
url: https://www.ml-quant.com/papers/repec/eme-rafpps-raf-02-2023-0045/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eme:rafpps:raf-02-2023-0045
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FRAF-02-2023-0045%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Arafpps%3Araf-02-2023-0045
featured: 2024-04-24
citations: unknown
topic: Trading, Microstructure & Execution
---


# Asymmetric Stock Returns and Trading Volume Relationship

A study reveals differences in return-volume relationships for French SMEs and blue chips depending on market conditions and size.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FRAF-02-2023-0045%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Arafpps%3Araf-02-2023-0045
- Identifier: RePEc:eme:rafpps:raf-02-2023-0045
- Released: 2023-07-04
- First featured: Quant Letter No. 46 (2024-04-24): https://www.ml-quant.com/issues/2024-04-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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