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1. Option measures and stock characteristics. (2022). Sheng, Hainan.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001392.

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2. Does liquidity drive stock market returns? The role of investor risk aversion. (2021). Liu, Xiaoquan ; Choudhry, Taufiq ; Zhang, Qingjing ; Kuo, Jing-Ming.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00966-5.

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3. R&D investment intensity and jump volatility of stock price. (2021). John, Kose ; Larsen, David ; Jiang, Cheng.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00944-3.

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4. Chinese lexicography and stock trading. (2021). Hu, Cui ; Li, Ben G.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:73:y:2021:i:c:p:44-59.

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5. Turnover premia in Chinas stock markets. (2021). Chen, Wei ; Yeh, Chung-Ying ; Zhang, Bing.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306995.

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6. The effect of investor attention on fraud discovery and value loss in securities class action litigation. (2021). Ferris, Stephen P ; Kothari, Pratik ; Jayaraman, Narayanan ; Abdulmanova, Anna.
   In: Journal of Financial Research.
   RePEc:bla:jfnres:v:44:y:2021:i:3:p:513-552.

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7. Tracking Retail Investor Activity. (2021). zhang, xiaoyan ; Boehmer, Ekkehart ; Jones, Charles M.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:76:y:2021:i:5:p:2249-2305.

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8. Internet Search Intensity and Its Relation with Trading Activity and Stock Returns. (2021). Gharghori, Philip ; Dai, Mengjia ; Chai, Daniel ; Hong, Barbara.
   In: International Review of Finance.
   RePEc:bla:irvfin:v:21:y:2021:i:1:p:282-311.

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9. Rating labels and style investing: Evidence from Moodys rating recalibration. (2021). Tao, Xinyuan ; Wu, Chunchi.
   In: Financial Management.
   RePEc:bla:finmgt:v:50:y:2021:i:4:p:1047-1084.

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10. Hype or help? Journalists’ perceptions of mispriced stocks. (2020). Jacobs, Heiko.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:178:y:2020:i:c:p:550-565.

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11. Illiquid Trades on Insurance Companies in Financial Crisis. (2019). Su, Yong-Chern ; Yang, Szu-Chieh ; Huang, Han-Ching.
    In: Advances in Management and Applied Economics.
    RePEc:spt:admaec:v:9:y:2019:i:5:f:9_5_5.

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12. The Determinants of Securities Trading Activity: Evidence from four European Equity Markets. (2019). Camilleri, Silvio ; Galea, Francelle.
    In: MPRA Paper.
    RePEc:pra:mprapa:95298.

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13. THE EFFECT OF TRADING VOLUMES ON STOCK RETURNS FOLLOWING LARGE PRICE MOVES. (2019). Kudryavtsev, Andrey.
    In: Economic Annals.
    RePEc:beo:journl:v:64:y:2019:i:220:p:85-116.

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14. Firm Complexity and Post-Earnings-Announcement Drift. (2018). Yildizhan, Celim ; Park, Shawn Saeyeul ; Barinov, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:91421.

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15. Firm Complexity and Post-Earnings-Announcement Drift. (2018). Yildizhan, Celim ; Park, Shawn Saeyeul ; Barinov, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:89919.

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16. Arbitrage opportunities and liquidity: An intraday event study on cross-listed stocks. (2018). Ghadhab, Imen.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:46:y:2018:i:c:p:1-10.

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17. Implied Maturity Mismatches and Investor Disagreement. (2017). Iarovyi, Mark ; Yosef, Sasson Bar ; Venezia, Itzhak.
    In: Proceedings of Economics and Finance Conferences.
    RePEc:sek:iefpro:4507072.

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18. The high-volume return premium: Does it exist in the Chinese stock market?. (2017). Wen, Yuanji ; Wang, Peipei ; Singh, Harminder.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:46:y:2017:i:pb:p:323-336.

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19. High turnover with high price delay? Dissecting the puzzling phenomenon for Chinas A-shares. (2017). Sun, Ping-Wen ; Qian, Meifen ; Yu, Bin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:22:y:2017:i:c:p:105-113.

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20. Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH. (2016). Sinha, Pankaj.
    In: Global Business Review.
    RePEc:sae:globus:v:17:y:2016:i:5:p:1145-1161.

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21. Asymmetric Effects of Informed Trading on the Cost of Equity Capital. (2016). Huh, Sahn-Wook ; Brennan, Michael J ; Subrahmanyam, Avanidhar.
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:9:p:2460-2480.

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22. Sovereign debt ratings and stock liquidity around the World. (2016). Wu, Yangru ; Sapriza, Horacio ; Lee, Kuan-Hui.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:73:y:2016:i:c:p:99-112.

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23. Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?. (2016). faff, robert ; Isshaq, Zangina.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:68:y:2016:i:c:p:153-161.

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24. The determinants of foreign trading volume of stocks listed in multiple markets. (2015). Paudyal, Krishna ; Dodd, Olga ; Louca, Christodoulos.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:79:y:2015:i:c:p:38-61.

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25. Why does higher variability of trading activity predict lower expected returns?. (2015). Barinov, Alexander.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:457-470.

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26. The pricing of deposit insurance in the presence of systematic risk. (2015). Lee, Shih-Cheng ; Tsai, Ming-Shann ; Lin, Chien-Ting.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:51:y:2015:i:c:p:1-11.

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27. The determinants of CDS open interest dynamics. (2015). Vieira, Carlos ; Silva, Paulo ; da Silva, Paulo Pereira.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:21:y:2015:i:c:p:95-109.

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28. Options market makers׳ hedging and informed trading: Theory and evidence. (2015). Huh, Sahn-Wook ; Lin, Hao ; Mello, Antonio S..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:23:y:2015:i:c:p:26-58.

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29. Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH. (2014). Sinha, Pankaj ; Agnihotri, Shalini .
    In: MPRA Paper.
    RePEc:pra:mprapa:58303.

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30. Limited attention, share repurchases, and takeover risk. (2014). Wu, Yilin ; Lin, Ji-Chai ; Stephens, Clifford P..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:42:y:2014:i:c:p:283-301.

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31. Price impact and asset pricing. (2014). Huh, Sahn-Wook.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:19:y:2014:i:c:p:1-38.

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32. Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers. (2014). Skintzi, Vasiliki ; Angelidis, Timotheos ; Andrikopoulos, Andreas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:35:y:2014:i:c:p:118-127.

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33. Corporate hedging and the cost of debt. (2014). King, Tao-Hsien Dolly ; Chen, Jun.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:29:y:2014:i:c:p:221-245.

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34. Chief Executive Officer departures and market uncertainty. (2013). .
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:38:y:2013:i:2:p:279-310.

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35. Stock Liquidity and Corporate Cash Holdings. (2013). Nyborg, Kjell ; Wang, Zexi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9535.

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36. Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers. (2012). Skintzi, Vasiliki ; Angelidis, Timotheos ; Andrikopoulos, Andreas.
    In: MPRA Paper.
    RePEc:pra:mprapa:40003.

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37. Option trading: Information or differences of opinion?. (2012). Choy, Siu Kai ; Wei, Jason.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:8:p:2299-2322.

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38. Recent trends in trading activity and market quality. (2011). Subrahmanyam, Avanidhar ; Chordia, Tarun ; Roll, Richard.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:2:p:243-263.

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39. The asymmetric behavior and procyclical impact of asset correlations. (2011). Lee, Shih-Cheng ; Yang, Chih-Kai ; Lin, Chien-Ting.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:10:p:2559-2568.

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40. Product market power and stock market liquidity. (2011). Loon, Yee Cheng ; Kale, Jayant R..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:2:p:376-410.

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41. Stock market trading activity and returns around milestones. (2011). Dieckmann, Stephan ; Aragon, George O..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:4:p:570-584.

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42. Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand. (2010). Truong, Cameron.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:18:y:2010:i:2:p:139-157.

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43. O/S: The relative trading activity in options and stock. (2010). Subrahmanyam, Avanidhar ; Roll, Richard ; Schwartz, Eduardo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:96:y:2010:i:1:p:1-17.

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44. Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach. (2010). Angelidis, Timotheos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:3:p:214-221.

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45. Volume and Price Patterns Around a Stocks 52-Week Highs and Lows: Theory and Evidence. (2009). Huddart, Steven ; YETMAN, MICHELLE H. ; Lang, Mark.
    In: Management Science.
    RePEc:inm:ormnsc:v:55:y:2009:i:1:p:16-31.

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46. High idiosyncratic volatility and low returns: International and further U.S. evidence. (2009). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:1:p:1-23.

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47. Which past returns affect trading volume?. (2009). Weber, Martin ; Glaser, Markus.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:1:p:1-31.

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48. Buy and sell dynamics following high market returns: Evidence from China. (2009). Young, Martin ; wu, fei ; wongchoti, udomsak.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:1-2:p:12-20.

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49. Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds. (2008). Jagannathan, Ravi ; Da, Zhi ; Gao, Pengjie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14609.

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50. Investor Attention and the Underreaction to Stock Recommendations. (2008). Loh, Roger .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2008-2.

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