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    Stopy zwrotu a wielkość obrotow na GPW w Warszawie
    (Oficyna Wydawnicza AFM, 2009) Gurgul, Henryk; Wójtowicz, Tomasz
    In the paper the results of empirical investigations of dynamic relationships between extreme trading volume and subsequent stock returns on Warsaw Stock Exchange are presented. The event study me thodology is applied. The dynamic relationship between the financial variables is rather weak and depends on kind and size of the stock exchange. The highvolume- return-premium is more pronounced for small size stocks with lower liquidity levels.