1. Announcements, expectations, and stock returns with asymmetric information. (2025). Han, Leyla Jianyu.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000224.

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2. Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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3. Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness. (2024). Dagar, Vishal ; Dagher, Leila ; Shobande, Olatunji ; Rao, Amar.
   In: MPRA Paper.
   RePEc:pra:mprapa:120582.

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4. Herding towards carbon neutrality: The role of investor attention. (2024). Shen, Dehua ; Zhu, Zhaobo ; Shi, Guiqiang.
   In: Post-Print.
   RePEc:hal:journl:hal-04348526.

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5. Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure. (2024). Kalev, Petko S ; Mudalige, Priyantha.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001261.

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6. Asymmetry, earnings announcements, and the beta-return relation. (2024). faff, robert ; Kim, Young-Mee ; Lee, Deok-Hyeon ; Min, Byoung-Kyu.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009723.

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7. Volume and stock returns in the Chinese market. (2024). Fang, YI ; Wen, Yi-Feng ; Zhou, Xin.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001972.

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8. Herding towards carbon neutrality: The role of investor attention. (2024). Shen, Dehua ; Zhu, Zhaobo ; Shi, Guiqiang.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653.

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9. TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES. (2023). Ozsoylev, Han ; Mukerji, Sujoy ; Tallon, Jeanmarc.
   In: International Economic Review.
   RePEc:wly:iecrev:v:64:y:2023:i:3:p:1127-1164.

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10. Long memory and structural breaks of cryptocurrencies trading volume. (2023). Bouri, Elie ; Ahmed, Mohamed Shaker.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:13:y:2023:i:3:d:10.1007_s40822-023-00238-8.

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11. Time-varying MAX preference: Evidence from revenue announcements. (2023). Lin, Mei-Chen.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001440.

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12. Economic uncertainty and investor attention. (2023). Friedman, Henry ; Andrei, Daniel ; Ozel, Bugra N.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:149:y:2023:i:2:p:179-217.

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13. Board independence and analysts forecast accuracy: R&D perspective. (2023). Fan, Zaifeng Steve ; Talukdar, Bakhtear ; Rahman, Anisur.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:127:y:2023:i:c:s0148619523000292.

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14. Rational disposition effects: Theory and evidence. (2023). Strobl, Günter ; Dorn, Daniel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:153:y:2023:i:c:s0378426623000821.

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15. A machine learning attack on illegal trading. (2023). Prokhorov, Artem ; Leung, Henry ; James, Robert.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003156.

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16. Implications of the overconfidence bias in presence of private information: Evidence from MENA stock markets. (2022). Boussaidi, Ramzi.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3660-3678.

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17. Information and dynamic trading with the Gambler’s fallacy. (2022). Chen, SI.
    In: Mathematics and Financial Economics.
    RePEc:spr:mathfi:v:16:y:2022:i:3:d:10.1007_s11579-021-00305-1.

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18. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Cookson, Anthony J ; Ben-Rephael, Azi.
    In: SocArXiv.
    RePEc:osf:socarx:ud7yw_v1.

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19. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Ben-Rephael, Azi ; Cookson, Anthony J.
    In: SocArXiv.
    RePEc:osf:socarx:ud7yw.

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20. Who Values Economist Forecasts? Evidence From Trading in Treasury Markets. (2022). Leung, Henry ; James, Robert ; Jarnecic, Elvis.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957321000358.

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21. Premium for heightened uncertainty: Explaining pre-announcement market returns. (2022). pan, jun ; Wang, Jiang ; Zhu, Haoxiang.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:3:p:909-936.

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22. Expected return, volume, and mispricing. (2022). Zhou, Guofu ; Han, Yufeng ; Huang, Dayong.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:3:p:1295-1315.

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23. Can sticky portfolios explain international capital flows and asset prices?. (2022). Davenport, Margaret ; Bacchetta, Philippe ; van Wincoop, Eric.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000150.

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24. Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Hung, Pi-Hsia ; Lo, Hsiang-Yu ; Lien, Donald.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

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25. Reference Prices and Turnover: Evidence from Small-Capitalization Stocks. (2021). Pandey, Ashish.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:29-:d:477489.

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26. Tobin’s Q as an Indicator of Firm Performance: Empirical Evidence from Manufacturing Sector Firms of Pakistan. (2021). Islam, Yasir ; Ishaq, Maryam ; Ghouse, Ghulam.
    In: International Journal of Economics & Business Administration (IJEBA).
    RePEc:ers:ijebaa:v:ix:y:2021:i:1:p:425-441.

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27. The more myopic, the more chaos? How the degree of traders’ short-termism affects the financial market equilibrium. (2021). Liu, Zhiyong ; Chen, Binbin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:596-608.

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28. Who knows more and makes more? A perspective of order submission decisions across investor types. (2021). Hung, Pi-Hsia ; Chen, Hung-Ju ; Lien, Donald.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:381-398.

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29. Diagnostic bubbles. (2021). Shleifer, Andrei ; Kwon, Spencer Yongwook ; Gennaioli, Nicola ; Bordalo, Pedro.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:3:p:1060-1077.

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30. Volatility expectations and disagreement. (2021). Huisman, Ronald ; van der Sar, Nico L.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:188:y:2021:i:c:p:379-393.

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31. Puzzling exchange rate dynamics and delayed portfolio adjustment. (2021). Bacchetta, Philippe ; van Wincoop, Eric.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000374.

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32. The going-public decision and firm risk. (2021). Fu, Mengchuan ; Sampagnaro, Gabriele ; Salerno, Dario ; Meles, Antonio.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000425.

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33. Noise traders incarnate: Describing a realistic noise trading process. (2021). peress, joel ; Schmidt, Daniel.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300872.

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34. Housing market spillovers through the lens of transaction volume: A new spillover index approach. (2021). Yang, Jian ; Yu, Ziliang ; Tong, Meng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:64:y:2021:i:c:p:351-378.

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35. Fundamental volatility and informative trading volume in a rational expectations equilibrium. (2021). Mao, Yipeng ; Luo, Dan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002522.

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36. Dynamic Noisy Rational Expectations Equilibrium With Insider Information. (2020). Rindisbacher, Marcel ; Detemple, Jerome ; Robertson, Scott.
    In: Econometrica.
    RePEc:wly:emetrp:v:88:y:2020:i:6:p:2697-2737.

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37. B-share discount puzzle in China: a revisit of dual-share firms. (2020). Lien, Donald ; Chen, Chun-Da.
    In: Review of Managerial Science.
    RePEc:spr:rvmgts:v:14:y:2020:i:5:d:10.1007_s11846-018-0324-x.

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38. Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange. (2020). Škrinjarić, Tihana ; Globan, Tomislav ; Skrinjaric, Tihana.
    In: Public Sector Economics.
    RePEc:ipf:psejou:v:44:y:2020:i:3:p:299-329.

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39. Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

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40. Idea sharing and the performance of mutual funds. (2020). Cujean, Julien.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:1:p:88-119.

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41. Modeling large societies: Why countable additivity is necessary. (2020). Khan, M. ; Sun, Yeneng ; Qiao, Lei ; Rath, Kali P.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:189:y:2020:i:c:s0022053120300958.

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42. Social media, news media and the stock market. (2020). Jiao, Peiran ; Walther, Ansgar ; Veiga, Andre.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:176:y:2020:i:c:p:63-90.

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43. Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). deHaan, Ed ; Marinovic, Ivan ; Blankespoor, Elizabeth.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x.

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44. Information-based trading and information propagation: Evidence from the exchange traded fund market. (2020). Zhao, Yang ; Xu, LU.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301393.

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45. Presidential Address: Social Transmission Bias in Economics and Finance. (2020). Hirshleifer, David.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:4:p:1779-1831.

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46. News media analytics in finance: a survey. (2020). Vanstone, Bruce ; Marty, Tom ; Hahn, Tobias.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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47. The Role of Information in the Discrepancy Between Average Prices and Expectations. (2019). Barbosa, Antonio.
    In: MPRA Paper.
    RePEc:pra:mprapa:97416.

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48. The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes. (2019). Yin, Xiangkang ; Xu, Liao ; Zhao, Jing.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19303051.

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49. Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach. (2018). Lee, Jaeram ; Ryu, Doojin.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201868.

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50. Information Aggregation in Emissions Markets with Abatement. (2018). Slechten, Aurélie ; Cantillon, Estelle.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/284533.

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51. Trading ambiguity: a tale of two heterogeneities. (2018). Tallon, Jean-Marc ; Ozsoylev, Han ; Mukerji, Sujoy.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01935319.

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52. Learning about noise. (2018). Marmora, Paul ; Rytchkov, Oleg.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:89:y:2018:i:c:p:209-224.

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53. The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Tiwari, Aviral ; Das, Debojyoti ; Gupta, Suman ; Hasim, Haslifah.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98.

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54. Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234.

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55. Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13111.

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56. 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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57. 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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58. New evidence on the effect of belief heterogeneity on stock returns. (2017). Singh, Vivek ; Hobbs, Jeffrey ; Lee, Heiwai.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0551-7.

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59. Differences in herding: Individual vs. institutional investors. (2017). Li, Wei ; Wang, Steven Shuye ; Rhee, Ghon.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:45:y:2017:i:c:p:174-185.

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60. Early peek advantage? Efficient price discovery with tiered information disclosure. (2017). pan, jun ; Wang, Jiang ; Hu, Grace Xing.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:126:y:2017:i:2:p:399-421.

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61. Information percolation, momentum and reversal. (2017). Cujean, Julien ; Andrei, Daniel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:123:y:2017:i:3:p:617-645.

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62. Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12434.

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63. Information Content of Trading Activity in Precious Metals Futures Markets. (2016). Pradkhan, Elina.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:36:y:2016:i:5:p:421-456.

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64. Information Percolation, Momentum, and Reversal. (2016). Cujean, Julien ; Andrei, Daniel.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:431.

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65. Information tradeoffs in dynamic financial markets. (2016). Avdis, Efstathios.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:3:p:568-584.

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66. Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange. (2016). BABALOS, VASSILIOS ; Papasyriopoulos, Nicholas ; Koulakiotis, Athanasios.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:40:y:2016:i:c:p:46-62.

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67. The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan. (2016). Su, Xuan-Qi ; Lin, Jun-Biao ; Chen, Chien-Hua.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:18:y:2016:i:c:p:263-272.

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68. Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets. (2016). Rannou, Yves ; Barneto, Pascal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:159-174.

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69. Dividend initiations, increases and idiosyncratic volatility. (2016). Mauck, Nathan ; Lee, Bong Soo.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:40:y:2016:i:c:p:47-60.

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70. Infrequent Rebalancing, Return Autocorrelation, and Seasonality. (2016). Bogousslavsky, Vincent.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:71:y:2016:i:6:p:2967-3006.

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71. Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time€ varying Transition Probability Models. (2016). Chiang, Thomas C ; Hsuan, Cathy Yia.
    In: European Financial Management.
    RePEc:bla:eufman:v:22:y:2016:i:5:p:749-796.

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72. An information theoretic analysis of stock returns, volatility and trading volumes. (2015). Ong, Marcus Alexander .
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:36:p:3891-3906.

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73. A Markov-Switching Model for Indian Stock Price and Volume. (2015). Chaudhuri, Kausik.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:14:y:2015:i:3:p:239-257.

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74. Dynamic Trading When You May Be Wrong. (2015). Remorov, Alexander .
    In: MPRA Paper.
    RePEc:pra:mprapa:63964.

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75. Investment horizons and asset prices under asymmetric information. (2015). Albagli, Elias.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:787-837.

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76. Information, Coordination, and Market Frictions: An Introduction. (2015). Vives, Xavier ; Pavan, Alessandro.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:407-426.

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77. Giffen Goods and Market Making. (2015). Cespa, Giovanni.
    In: Working Papers.
    RePEc:bge:wpaper:68.

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78. The Beauty Contest and Short-Term Trading. (2014). Vives, Xavier ; Cespa, Giovanni.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:383.

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79. 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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80. Welfare and Optimal Trading Frequency in Dynamic Double Auctions. (2014). Zhu, Haoxiang ; Du, Songzi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20588.

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81. Dynamic Dispersed Information and the Credit Spread Puzzle. (2014). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19788.

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82. Speculative dynamics and price behavior in the Shanghai Stock Exchange. (2014). Song, Wei ; Koutmos, Dimitrios.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:31:y:2014:i:c:p:74-86.

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83. Autocorrelation in daily short-sale volume. (2014). Blau, Benjamin ; Smith, Jason M..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:1:p:31-41.

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84. Modeling and predicting the CBOE market volatility index. (2014). Scharth, Marcel ; Medeiros, Marcelo ; Fernandes, Marcelo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:1-10.

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85. Dynamic Dispersed Information and the Credit Spread Puzzle. (2014). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:720.

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86. Individuals’ Trading Prior to Earnings Announcements. (2014). Tsai, Shih-Chuan.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:41:y:2014:i:9-10:p:1124-1156.

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87. Stock Message Board Recommendations and Share Trading Activity. (2013). Thapa, Kiran.
    In: PhD Thesis.
    RePEc:uts:finphd:3-2013.

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88. Stock Message Board Recommendations and Share Trading Activity. (2013). Thapa, Kiran.
    In: PhD Thesis.
    RePEc:uts:finphd:10.

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89. Modeling and predicting the CBOE market volatility index. (2013). Scharth, Marcel ; Medeiros, Marcelo ; Fernandes, Marcelo.
    In: Textos para discussão.
    RePEc:fgv:eesptd:342.

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90. Causality between trading volume and returns: Evidence from quantile regressions. (2013). Wohar, Mark ; Gebka, Bartosz.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:144-159.

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91. Market Liquidity€”Theory and Empirical Evidence *. (2013). Wang, Jiang ; Vayanos, Dimitri.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1289-1361.

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92. Investment Horizons and Asset Prices under Asymmetric Information. (2013). Albagli, Elias.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:709.

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93. Threshold linkages between volatility and trading volume: evidence from developed and emerging markets. (2013). JAWADI, Fredj ; Loredana, Ureche-Rangau ; Fredj, Jawadi.
    In: Studies in Nonlinear Dynamics & Econometrics.
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94. Do Investment Newsletters Move Markets?. (2013). Cao-Alvira, Jose ; Brown, Scott ; Powers, Eric.
    In: Financial Management.
    RePEc:bla:finmgt:v:42:y:2013:i:2:p:315-338.

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95. Concentrated short‐selling activity: bear raids or contrarian trading?. (2012). Blau, Benjamin ; Brough, Tyler J..
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:3:p:187-203.

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96. Momentum and asymmetric information. (2012). Liang, Tian.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:3:p:208-230.

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97. Intraday trading activities and volatility in round-the-clock futures markets. (2012). Fung, Hung-Gay ; Kao, Erin H..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:21:y:2012:i:1:p:195-209.

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98. Temporal variations of serial correlations of trading volume in the US stock market. (2012). Alvarez-Ramirez, Jose ; Rodriguez, Eduardo.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:16:p:4128-4135.

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99. What determines mutual fund trading in foreign stocks?. (2012). Covrig, Vicentiu ; Chan, Kalok.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:4:p:793-817.

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100. Forecasting the forecasts of others: Implications for asset pricing. (2012). Rytchkov, Oleg ; Makarov, Igor.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:147:y:2012:i:3:p:941-966.

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101. Delegated portfolio management with career concerns. (2012). Scotti, Massimo.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:84:y:2012:i:3:p:829-839.

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102. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

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103. Trading Activity and Financial Market Integration. (2012). Lee, Chia-Hao ; Pei-I Chou, .
     In: The Financial Review.
     RePEc:bla:finrev:v:47:y:2012:i:3:p:589-616.

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104. THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES. (2012). Gebka, Bartosz ; Gbka, Bartosz.
     In: Bulletin of Economic Research.
     RePEc:bla:buecrs:v:64:y:2012:i:1:p:65-90.

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105. Why falling information costs may increase demand for index funds. (2011). Sirnes, Espen.
     In: Review of Financial Economics.
     RePEc:wly:revfec:v:20:y:2011:i:1:p:37-47.

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106. Diverse beliefs and time variability of risk premia. (2011). Motolese, Maurizio ; Kurz, Mordecai.
     In: Economic Theory.
     RePEc:spr:joecth:v:47:y:2011:i:2:p:293-335.

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107. Higher Order Expectations, Illiquidity, and Short Term Trading. (2011). Vives, Xavier ; Cespa, Giovanni.
     In: 2011 Meeting Papers.
     RePEc:red:sed011:929.

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108. Do regulatory policies affect the flow of information in emerging markets?. (2011). Cressy, Robert ; Farag, Hisham.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:25:y:2011:i:3:p:238-254.

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109. Why falling information costs may increase demand for index funds. (2011). Sirnes, Espen.
     In: Review of Financial Economics.
     RePEc:eee:revfin:v:20:y:2011:i:1:p:37-47.

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110. Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity. (2011). Vives, Xavier ; Manzano, Carolina.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:47:y:2011:i:3:p:346-369.

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111. Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis. (2011). MOUGOUE, Mbodja ; Aggarwal, Raj.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:35:y:2011:i:10:p:2690-2703.

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112. Expectations, Liquidity, and Short-term Trading. (2011). Vives, Xavier ; Cespa, Giovanni.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:8303.

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113. Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity. (2010). Vives, Xavier ; Manzano, Carolina.
     In: Working Papers.
     RePEc:urv:wpaper:2072/151544.

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114. Speculative dynamics. (2010). Bernhardt, Dan ; Seiler, P. ; Taub, B..
     In: Economic Theory.
     RePEc:spr:joecth:v:44:y:2010:i:1:p:1-52.

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115. The Dynamic Relationship between Price and Trading Volume: Evidence from Indian Stock Market. (2010). Singh, Priyanka ; Kumar, Brajesh ; Pandey, Ajay.
     In: Working Papers.
     RePEc:ess:wpaper:id:2379.

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116. The tradeoff between risk sharing and information production in financial markets. (2010). peress, joel.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:145:y:2010:i:1:p:124-155.

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117. Price and trading response to public information. (2010). Malinowska, Magdalena.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20101177.

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118. Non-linear Dynamics in the Chilean Stock Market: Evidence on Traded Volumes and Returns. (2010). JARAMILLO, PATRICIO ; Rodrigo F. Aranda L., ; Patricio Jaramillo G., .
     In: Journal Economía Chilena (The Chilean Economy).
     RePEc:chb:bcchec:v:13:y:2010:i:3:p:67-94.

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119. Differences of Opinion of Public Information and Speculative Trading in Stocks and Options. (2009). OU-YANG, HUI ; Cao, Huining.
     In: The Review of Financial Studies.
     RePEc:oup:rfinst:v:22:y:2009:i:1:p:299-335.

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120. Rise of the machines: algorithmic trading in the foreign exchange market. (2009). Vega, Clara ; Hjalmarsson, Erik ; CHIQUOINE, BENJAMIN ; Chaboud, Alain.
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:980.

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121. On the relationship between trading volume and stock price volatility in CASE. (2009). Omran, Mohammed ; Girard, Eric.
     In: International Journal of Managerial Finance.
     RePEc:eme:ijmfpp:v:5:y:2009:i:1:p:110-134.

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122. Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements. (2009). berkman, henk ; Dimitrov, Valentin ; Tice, Sheri ; Jain, Prem C. ; Koch, Paul D..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:92:y:2009:i:3:p:376-399.

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123. 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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124. 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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125. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2009). Vives, Xavier ; Cespa, Giovanni.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_2839.

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126. Market Sidedness: Insights into Motives for Trade Initiation. (2009). Sarkar, Asani ; Schwartz, Robert A..
     In: Journal of Finance.
     RePEc:bla:jfinan:v:64:y:2009:i:1:p:375-423.

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127. Prebid Run‐Ups Ahead of Canadian Takeovers: How Big Is the Problem?. (2009). King, Michael.
     In: Financial Management.
     RePEc:bla:finmgt:v:38:y:2009:i:4:p:699-726.

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128. Higher Order Expectations in Asset Pricing. (2008). Bacchetta, Philippe ; van Wincoop, Eric.
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:40:y:2008:i:5:p:837-866.

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129. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2008). Vives, Xavier ; Cespa, Giovanni.
     In: CSEF Working Papers.
     RePEc:sef:csefwp:191.

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130. An Empirical Analysis of Stock Price-Volume Relationship in Indian Stock Market. (2008). .
     In: Vision.
     RePEc:sae:vision:v:12:y:2008:i:3:p:1-13.

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131. Beauty contests under private information and diverse beliefs: How different?. (2008). Kurz, Mordecai.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:44:y:2008:i:7-8:p:762-784.

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132. Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market. (2008). Chen, Shyh-Wei.
     In: Economics Bulletin.
     RePEc:ebl:ecbull:v:7:y:2008:i:15:p:1-16.

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133. Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market. (2008). Chen, Shyh-Wei.
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-08g10010.

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134. Differences of opinion, information and the timing of trades. (2008). Saffi, Pedro.
     In: IESE Research Papers.
     RePEc:ebg:iesewp:d-0747.

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135. Higher Order Expectations in Asset Pricing. (2008). van Wincoop, Eric ; Bacchetta, Philippe.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:6648.

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136. Information Sales and Insider Trading with Long‐Lived Information. (2008). Cespa, Giovanni.
     In: Journal of Finance.
     RePEc:bla:jfinan:v:63:y:2008:i:2:p:639-672.

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137. Emerging market liquidity and crises. (2007). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
     In: Policy Research Working Paper Series.
     RePEc:wbk:wbrwps:4445.

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138. Rational Diverse Beliefs and Economic Volatility. (2007). Kurz, Mordecai.
     In: Discussion Papers.
     RePEc:sip:dpaper:06-045.

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139. Diverse Beliefs and Time Variability of Risk Premia. (2007). Motolese, Maurizio ; Kurz, Mordecai.
     In: Discussion Papers.
     RePEc:sip:dpaper:06-044.

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140. Information Sales and Insider Trading with Long-lived Information. (2007). Cespa, Giovanni.
     In: CSEF Working Papers.
     RePEc:sef:csefwp:174.

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141. Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna.
     In: Asia-Pacific Financial Markets.
     RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297.

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142. Market sidedness: insights into motives for trade initiation. (2007). Sarkar, Asani ; Schwartz, Robert A..
     In: Staff Reports.
     RePEc:fip:fednsr:292.

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143. Investment restrictions and the cross-border flow of information: Some empirical evidence. (2007). Bailey, Warren ; Sirodom, Kulpatra ; Mao, Connie X..
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:26:y:2007:i:1:p:1-25.

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144. Do todays trades affect tomorrows IPO allocations?. (2007). Zhang, Donghang ; Ritter, Jay ; Nimalendran, M..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:84:y:2007:i:1:p:87-109.

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145. How equilibrium prices reveal information in a time series model with disparately informed, competitive traders. (2007). Walker, Todd.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:137:y:2007:i:1:p:512-537.

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146. Multiple equilibria in a simple asset pricing model. (2007). Whiteman, Charles ; Walker, Todd.
     In: Economics Letters.
     RePEc:eee:ecolet:v:97:y:2007:i:3:p:191-196.

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147. Dynamic trading and asset prices: Keynes vs. Hayek. (2007). Vives, Xavier ; Cespa, Giovanni.
     In: IESE Research Papers.
     RePEc:ebg:iesewp:d-0716.

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148. Effectiveness and Market Reaction to the Stock Exchanges Inquiry in Australia. (2007). Gong, Ning.
     In: Journal of Business Finance & Accounting.
     RePEc:bla:jbfnac:v:34:y:2007:i:7-8:p:1141-1168.

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149. Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume. (2006). Gebka, Bartosz.
     In: Working Paper Series.
     RePEc:zbw:euvgra:20061.

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150. Earnings Quality and the Equity Risk Premium: A Benchmark Model*. (2006). Yee, Kenton.
     In: Contemporary Accounting Research.
     RePEc:wly:coacre:v:23:y:2006:i:3:p:833-877.

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151. Risk Premia, diverse belief and beauty contests. (2006). Motolese, Maurizio ; Kurz, Mordecai.
     In: MPRA Paper.
     RePEc:pra:mprapa:247.

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152. Beauty contests under private information and diverse beliefs: how different?. (2006). Kurz, Mordecai.
     In: MPRA Paper.
     RePEc:pra:mprapa:233.

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153. Two-sided markets and intertemporal trade clustering: insights into trading motives. (2006). Sarkar, Asani ; Schwartz, Robert A..
     In: Staff Reports.
     RePEc:fip:fednsr:246.

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154. Revealed stock preferences of individual investors: Evidence from Chinese equity markets. (2006). wu, fei ; Ng, Lilian.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:14:y:2006:i:2:p:175-192.

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155. The economic consequences of increased disclosure: Evidence from international cross-listings. (2006). Karolyi, G. ; Bailey, Warren ; Salva, Carolina.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:81:y:2006:i:1:p:175-213.

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156. An empirical evaluation of the overconfidence hypothesis. (2006). Chuang, Wen-I, ; Lee, Bong-Soo.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:30:y:2006:i:9:p:2489-2515.

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157. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
     In: American Economic Review.
     RePEc:aea:aecrev:v:96:y:2006:i:3:p:552-576.

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158. How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders. (2005). Walker, Todd.
     In: Finance.
     RePEc:wpa:wuwpfi:0509021.

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159. Asset pricing with liquidity risk. (2005). Pedersen, Lasse ; Acharya, Viral.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:77:y:2005:i:2:p:375-410.

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160. The dynamics of international equity market expectations. (2005). xu, xinzhong ; Cao, Huining ; Brennan, Michael ; Strong, Norman.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:77:y:2005:i:2:p:257-288.

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161. Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze. (2005). Yadav, Pradeep K. ; Naik, Narayan Y. ; Merrick, John Jr, .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:77:y:2005:i:1:p:171-218.

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162. Is learning a dimension of risk?. (2005). Simonov, Andrei ; Massa, Massimo.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:29:y:2005:i:10:p:2605-2632.

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163. Dispersion of opinion and stock returns. (2005). Goetzmann, William ; Massa, Massimo.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:8:y:2005:i:3:p:324-349.

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164. Bad news and Dow Jones make the Spanish stocks go round. (2005). Santamaria, Rafael ; Corredor, Pilar ; Blasco, Natividad ; del Rio, Cristina.
     In: European Journal of Operational Research.
     RePEc:eee:ejores:v:163:y:2005:i:1:p:253-275.

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165. Do Insider Trading Laws Work?. (2005). Bris, Arturo.
     In: European Financial Management.
     RePEc:bla:eufman:v:11:y:2005:i:3:p:267-312.

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166. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. (2004). Kamstra, Mark ; Donaldson, Glen.
     In: FRB Atlanta Working Paper.
     RePEc:fip:fedawp:2004-6.

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167. Higher Order Expectations in Asset Pricing. (2004). van Wincoop, Eric ; Bacchetta, Philippe.
     In: FAME Research Paper Series.
     RePEc:fam:rpseri:rp110.

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168. Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market. (2004). Tse, Y. K. ; Gao, Y..
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:13:y:2004:i:4:p:455-474.

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169. Volume autocorrelation, information, and investor trading. (2004). Covrig, Vicentiu ; Ng, Lilian.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:28:y:2004:i:9:p:2155-2174.

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170. Public information arrival and volatility of intraday stock returns. (2004). Liu, Wai-Man ; Kalev, Petko S. ; Pham, Peter K. ; Jarnecic, Elvis.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:28:y:2004:i:6:p:1441-1467.

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171. Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis. (2004). PASCUAL, ROBERTO ; Escribano, Alvaro ; Tapia, Mikel.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:28:y:2004:i:1:p:107-128.

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172. Business, Government, and the Information Environment: Stock Trading and Earnings Shocks in China, Indonesia, and Singapore. (2004). Gao, Yuan ; Bailey, Warren ; Mao, Connie X..
     In: Annals of Economics and Finance.
     RePEc:cuf:journl:y:2004:v:5:i:1:p:165-195.

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173. Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors. (2003). Goetzmann, William ; Massa, Massimo.
     In: Yale School of Management Working Papers.
     RePEc:ysm:somwrk:ysm227.

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174. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale. (2003). Shin, Hyun Song ; Morris, Stephen ; Allen, Franklin.
     In: Center for Financial Institutions Working Papers.
     RePEc:wop:pennin:03-06.

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175. The Stock Return-volume Relation and Policy Effects: The Case of the Chinese Energy Sector. (2003). Wu, Yanrui ; Fan, Xiangmei ; Groenewold, Nicolaas.
     In: Economics Discussion / Working Papers.
     RePEc:uwa:wpaper:03-15.

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176. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2003). van Wincoop, Eric ; Bacchetta, Philippe.
     In: Working Papers.
     RePEc:szg:worpap:0302.

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177. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2003). van Wincoop, Eric ; Bacchetta, Philippe.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:9498.

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178. Foreign listings, corporate governance, and equity valuations. (2003). Salva, Carolina.
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:463-485.

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179. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets. (2003). Shin, Hyun Song ; Morris, Stephen ; Allen, Franklin.
     In: Cowles Foundation Discussion Papers.
     RePEc:cwl:cwldpp:1406.

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180. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2003). van Wincoop, Eric ; Bacchetta, Philippe.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:3808.

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181. Endogenous Correlation. (2003). Satchell, Steve E. ; Steffi J-H. Yang, .
     In: Cambridge Working Papers in Economics.
     RePEc:cam:camdae:0321.

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182. A comparative study of technical trading strategies and return predictability: an extension of Brock, Lakonishok, and LeBaron (1992) using NYSE and NASDAQ indices. (2002). Kish, Richard J. ; Kwon, Ki-Yeol .
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:42:y:2002:i:3:p:611-631.

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183. Short-term investment and equilibrium multiplicity. (2002). Cespa, Giovanni.
     In: European Economic Review.
     RePEc:eee:eecrev:v:46:y:2002:i:9:p:1645-1670.

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184. Trading Volume and Asset Prices. (2002). Wang, Jiang.
     In: Annals of Economics and Finance.
     RePEc:cuf:journl:y:2002:v:3:i:2:p:299-359.

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185. Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors. (2001). Goetzmann, William ; Massa, Massimo.
     In: Yale School of Management Working Papers.
     RePEc:ysm:somwrk:ysm176.

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186. Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model. (2001). Lo, Andrew ; Wang, Jiang.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:8565.

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187. Dynamic Volume-Return Relation of Individual Stocks. (2001). michaely, roni ; Wang, Jiang ; Llorente, Guillermo ; Saar, Gideon.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:8312.

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188. Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information. (2001). Sheen, Jeffrey ; Kim, Suk-Joong.
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:11:y:2001:i:2:p:117-137.

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189. Cephalon, Inc. Taking risk management theory seriously. (2001). Geoffrey, Verter ; Peter, Tufano ; George, Chacko.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:60:y:2001:i:2-3:p:449-485.

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190. Essays on disclosure. (2001). Verrecchia, Robert E..
     In: Journal of Accounting and Economics.
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191. An evaluation of essays on disclosure and the disclosure literature in accounting. (2001). Dye, Ronald A..
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192. The Dynamic Relation between Stock Returns, Trading Volume, and Volatility.. (2001). Rui, Oliver ; Firth, Michael ; Chen, Gong-meng .
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193. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory. (2000). Lo, Andrew ; Wang, Jiang W..
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194. Return Volatility, Trading Imbalance and the Information Content of Volume.. (2000). Xu, Xiaoqing Eleanor ; Wu, Chunchi.
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195. Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context. (2000). PASCUAL, ROBERTO ; Escribano, Alvaro ; Tapia, Mikel.
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196. Dynamic asymmetries in bid-ask responses to innovations in the trading process. (2000). PASCUAL, ROBERTO ; Escribano, Alvaro.
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197. Trading and Returns under Periodic Market Closures. (2000). Hong, Harrison.
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198. Microstructure Effects on Daily Return Volatility in Financial Markets. (2000). Krause, Andreas.
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199. Volume and individual security returns on the Tokyo Stock Exchange. (1999). Hiraki, Takato ; Bremer, Marc.
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200. Discount rate changes, stock market returns, volatility, and trading volume: Evidence from intraday data and implications for market efficiency. (1999). Steiner, Thomas L. ; Mohan, Nancy J. ; Chen, Carl R..
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201. Strategic trading, asymmetric information and heterogeneous prior beliefs. (1998). Wang, Albert F..
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202. Dynamic portfolio choice and asset pricing with differential information. (1998). ZHOU, CHUNSHENG.
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204. Strategic Trading When Agents Forecast the Forecasts of Others.. (1996). Viswanathan, S ; Foster, Frederick.
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205. An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse.. (1995). Biais, Bruno ; Hillion, Pierre ; Spatt, Chester.
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