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1. Psychological Aspects of Stock Returns Accompanied by High Trading Volumes. (2019). Kudryavtsev, Andrey.
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   RePEc:rmk:rmkjrc:v:6:y:2019:i:1:p:1-17.

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2. Public news announcements, short-sale restriction and informational efficiency. (2019). Choy, Siu Kai ; Zhang, Hua.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:52:y:2019:i:1:d:10.1007_s11156-018-0707-8.

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3. Volatility and the cross-section of corporate bond returns. (2019). Chung, Kee H ; Wang, Junbo ; Wu, Chunchi.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:133:y:2019:i:2:p:397-417.

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4. The convergence and divergence of investors opinions around earnings news: Evidence from a social network. (2019). Shu, Tao ; Giannini, Robert ; Irvine, Paul.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:42:y:2019:i:c:p:94-120.

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5. 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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6. Investor heterogeneity and trading. (2018). Knyazeva, Anzhela ; Kostovetsky, Leonard.
   In: European Financial Management.
   RePEc:bla:eufman:v:24:y:2018:i:4:p:680-718.

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7. Determinants of Corporate Bond Trading: A Comprehensive Analysis. (2017). Jostova, Gergana ; Hotchkiss, Edith.
   In: Quarterly Journal of Finance (QJF).
   RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500033.

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8. The Effect of Stock Return Sequences on Trading Volumes. (2017). Kudryavtsev, Andrey.
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9. Firm strategy and market reaction to earnings. (2016). Schneible, Richard A ; Fernando, Guy D ; Tripathy, Arindam.
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10. Quantifying differential interpretation of public information using financial analysts’ earnings forecasts. (2015). Sheng, Xuguang Simon ; Thevenot, Maya.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:2:p:515-530.

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11. 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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12. The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses. (2014). Brüggemann, Ralf ; Schaarschmidt, Stefan ; Stankiewicz, Sandra ; Bruggemann, Ralf ; Glaser, Markus.
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13. Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market. (2014). Hsieh, Wen-liang G. ; He, Huei-Ru .
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14. The Association Between the Disclosure and the Realization of Information Security Risk Factors. (2013). Wang, Tawei ; Kannan, Karthik N ; Ulmer, Jackie Rees.
    In: Information Systems Research.
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15. Capital gains, illiquidity, and stock returns. (2013). Zhou, Yuegang ; Lei, Xiaoyan ; Zhu, Xiaoneng.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:25:y:2013:i:c:p:273-293.

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16. Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads. (2013). Perez, M. Fabricio ; Nayak, Subhankar ; Kalimipalli, Madhu.
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17. Differential Interpretation of Public Information: Estimation and Inference. (2013). Sheng, Xuguang Simon ; Thevenot, Maya.
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18. The role of institutions in price correction: evidence from intraday noise trading in Taiwan. (2012). Chou, Robin K. ; Gleason, Kimberly ; Hsieh, Edward S. ; Chun-I Lee, .
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19. Hedging derivatives in the banking industry: Evidence of investor confusion. (2012). Dorminey, Jack W ; Apostolou, Barbara.
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20. Option trading: Information or differences of opinion?. (2012). Choy, Siu Kai ; Wei, Jason.
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21. An improved estimation method and empirical properties of the probability of informed trading. (2012). Yan, Yuxing ; Zhang, Shaojun.
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    RePEc:eee:jbfina:v:36:y:2012:i:2:p:454-467.

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22. Intraday return spillovers and its variations across trading sessions. (2011). Chen, Sheng-Syan ; Chou, Robin ; Hsin, Chin-Wen ; Chang, Chia-Ching.
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23. Exploring Determinant Factors of Bond Trading with Inventory Management Theory (Case Study of Indonesian Capital Market, January – March 2009). (2010). Wahyudi, Imam ; Robbi, Abdu .
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24. Reporting Frequency, Information Precision and Private Information Acquisition. (2010). Cuijpers, Rick ; Peek, Erik.
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25. Intraday Behavior of Stock Prices and Trades around Insider Trading. (2010). Seyhun, Nejat H. ; Inci, Can A. ; Lu, Biao.
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26. The persistence of the small firm/January effect: Is it consistent with investors learning and arbitrage efforts?. (2009). Sen, Pradyot K. ; Easterday, Kathryn E. ; Stephan, Jens A..
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27. Why is PIN priced?. (2009). Young, Lance ; Duarte, Jefferson.
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28. Which past returns affect trading volume?. (2009). Weber, Martin ; Glaser, Markus.
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29. Earnings characteristics and analysts’ differential interpretation of earnings announcements: An empirical analysis. (2009). Song, Min Sup ; Stevens, Douglas E. ; AHMED, ANWER S..
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30. The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Ramnath, Sundaresh ; Rock, Steve ; Shane, Philip.
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31. The Frequency of Financial Analysts Forecast Revisions: Theory and Evidence about Determinants of Demand for Predisclosure Information. (2008). Stuerke, Pamela S. ; Holden, Craig W..
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32. Overconfidence and trading volume. (2007). Weber, Martin ; Glaser, Markus.
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33. Market sidedness: insights into motives for trade initiation. (2007). Sarkar, Asani ; Schwartz, Robert A..
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34. An experimental study of trading volume and divergence of expectations in relation to earnings announcement. (2007). Dinh, Thanh Huong ; Gajewski, Jean-Franois.
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35. Differential Interpretations, Private Information and Trading Volume Around French Firms Good News vs. Bad News Preliminary Announcements. (2006). Chahine, Salim.
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36. Two-sided markets and intertemporal trade clustering: insights into trading motives. (2006). Sarkar, Asani ; Schwartz, Robert A..
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37. Trading around macroeconomic announcements: Are all traders created equal?. (2006). Kurov, Alexander ; Erenburg, Grigori ; Lasser, Dennis J..
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38. Behavioral Heterogeneity in Stock Prices. (2005). Hommes, Cars ; Boswijk, H. Peter ; Manzan, Sebastiano.
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39. Overconfidence and Trading Volume. (2005). Weber, Martin ; Glaser, Markus.
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40. Which Past Returns Affect Trading Volume?. (2005). Weber, Martin ; Glaser, Markus.
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41. COMPORTAMIENTO DE LOS PRECIOS Y VOLÚMENES DE NEGOCIACIÓN ANTE ANUNCIOS DE BENEFICIOS ANUALES. (2004). Sanabria, Sonia .
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42. Market-wide impact of the disposition effect: evidence from IPO trading volume. (2004). Kaustia, Markku.
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43. Use of Different Trading Environments Around Interim Earnings Announcements on the Helsinki Stock Exchange. (2003). Vieru, Markku.
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44. The impact of speculative trading on stock return volatility: the evidence from Taiwan. (2003). Guo, Wen-Chung ; Luo, Wen-Chih ; Tseng, Seng-Su ; Hsin, Chin-Wen.
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45. Determinants of the Informativeness of Analyst Research. (2002). KOTHARI, S. P. ; Frankel, Richard M. ; Weber, Joseph.
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46. Global and local information asymmetries, illiquidity and SEC Rule 144A/Regulation S: The case of Indian GDRs. (2002). Ravichandran, R. ; Pinegar, Michael J..
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47. Capital markets research in accounting. (2001). KOTHARI, S. P..
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48. Do FRR 48 Disclosures Reduce Investors Uncertainty and Diversity of Opinion about Firms Market Risk Exposures?: A Trading Volume Analysis. (2001). LINSMEIER, Thomas J. ; Venkatachalam, Mohan ; Welker, Michael ; Thornton, Daniel B..
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49. The determinants of trading volume of high-yield corporate bonds. (2000). Edwards, Amy ; Alexander, Gordon ; Ferri, Michael G..
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50. The Usefulness of the Most Widely Reported Dutch Financial Statement Numbers to Stock Market Investors. (1997). Kabir, Rezaul.
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