Volume Coefficient of Variation (VCV)

Annual, quarterly & monthly firm-level observations of VCV, 1962-2022:

• README.pdf

• VCV_annual.csv

• VCV_quarterly.csv

• VCV_monthly.csv

When using the data, please cite Lof, M., and van Bommel, J. (2023). Asymmetric information and the distribution of trading volume. Journal of Corporate Finance, 102464.