Analyzing Return Premium in High-Volume Trading: An Empirical Study (2020-2024)
Published:Dec 16, 2025 06:32
•1 min read
•ArXiv
Analysis
This article, sourced from ArXiv, suggests an empirical study focusing on return premiums within high-volume trading environments. The study's focus on investor identity and trading intensity offers a potentially valuable perspective on market dynamics.
Key Takeaways
Reference
“The study focuses on the differential effects of investor identity versus trading intensity.”