Sources and Nonlinearity of High Volume Return Premium: An Empirical Study on the Differential Effects of Investor Identity versus Trading Intensity (2020-2024)

By Sungwoo Kang

Published 2025-12-24

Everscope rating

1443.5

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

3 / 5

About this paper

Methodology: Double-Sort Event Study with Investor Type Decomposition. Problem types: Anomaly Detection, Causal Inference, Regression, Ranking.

arXiv:2512.14134 · Paper rankings

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