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2. Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab.
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3. Which liquidity indicator is more informative to market volatility? Spectrum analysis of China’s base metal futures market. (2023). Tongurai, Jittima ; Chen, Xiangyu.
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4. Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu.
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5. Sentiment‐Apt investors and UK sector returns. (2021). Sakariyahu, Rilwan ; Sherif, Mohamed ; Chatzivgeri, Eleni ; Paterson, Audrey.
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6. Volume decomposition and volatility in dual-listing H-shares. (2021). Dey, Malay K ; Wang, Chaoyan.
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7. Measuring liquidity in Indian stock market: A dimensional perspective. (2020). Reddy, Y V ; Naik, Priyanka ; Poornima, B G.
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8. The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures. (2020). Kao, Yu-Sheng ; Ku, Yu-Cheng ; Chuang, Hwei-Lin.
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9. Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange. (2018). Slim, Skander ; Karaa, Rabaa ; Hmaied, Dorra Mezzez.
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10. Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis. (2018). Shen, Dehua ; Li, Xiao ; Zhang, Wei.
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11. On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi.
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12. On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Louhichi, Wael ; Cheffou, Abdoulkarim Idi.
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13. Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH. (2016). Sinha, Pankaj.
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14. The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa. (2016). Naik, Pramod ; GUPTA, RANGAN ; Padhi, Puja.
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15. Testing for bubbles in the BRICS stock markets. (2016). Ranjbar, Omid ; GUPTA, RANGAN ; Gil-Alana, Luis ; Chang, Tsangyao ; Aye, Goodness C.
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17. Examining the relationship between stock return volatility and trading volume: new evidence from an emerging economy. (2015). Bose, Shekar ; Rahman, Hafizur.
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19. Information-driven trade and price–volume relationship in artificial stock markets. (2015). Liu, Xin ; Liang, Xiaobei.
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20. Liquidity matters after all: Asymmetric news and stock market volatility before and after the global financial crisis. (2015). BABALOS, VASSILIOS ; Papasyriopoulos, Nicholas ; Koulakiotis, Athanasios.
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21. Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH. (2014). Sinha, Pankaj ; Agnihotri, Shalini .
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22. Testing for Multiple Bubbles in the BRICS Stock Markets. (2014). Chang, Tsangyao ; Aye, Goodness C..
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23. Volume, volatility and information linkages in the stock and option markets. (2012). Zhang, Zhaoyong ; Zheng, Lin ; Ho, Kinyip.
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24. Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements. (2012). Malhotra, Madhuri ; Thenmozhi, M ; Gopalaswamy, Arun Kumar.
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25. Volume, volatility and information linkages in the stock and option markets. (2012). Zhang, Zhaoyong ; Zheng, Lin ; Ho, Kin-Yip.
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26. Does it take volume to move fx rates? Evidence from quantile regressions. (2012). Bień-Barkowska, Katarzyna ; Bien-Barkowska, Katarzyna .
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27. Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements. (2011). Malhotra, Madhuri ; Thenmozhi, M. ; Gopalaswamy, Arun Kumar.
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28. Do regulatory policies affect the flow of information in emerging markets?. (2011). Cressy, Robert ; Farag, Hisham.
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29. Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis. (2011). MOUGOUE, Mbodja ; Aggarwal, Raj.
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30. What drives the volume-volatility relationship on Euronext Paris?. (2011). Louhichi, Wael.
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31. The Dynamic Relationship between Price and Trading Volume: Evidence from Indian Stock Market. (2010). Singh, Priyanka ; Kumar, Brajesh ; Pandey, Ajay.
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32. The Dynamic Relationship between Price and Trading Volume:Evidence from Indian Stock Market. (2009). Singh, Priyanka ; Kumar, Brajesh ; Pandey, Ajay.
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33. On the relationship between trading volume and stock price volatility in CASE. (2009). Omran, Mohammed ; Girard, Eric.
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34. Trading volume, time-varying conditional volatility, and asymmetric volatility spillover in the Saudi stock market. (2009). Najand, Mohammad ; Alsubaie, Abdullah.
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35. Informed trading and liquidity in the Shanghai Stock Exchange. (2009). Wong, Woon ; Tian, Yixiang ; Tan, Dijun .
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36. Comparing Garman-Klass and DU Volatility and Symmetry Measures in Intraday Futures Returns and Volumes: A Vector Autoregression Analysis. (2008). lucey, brian ; Eastman, Alexander.
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37. Using volume to forecast stock market volatility around the time of the 1929 crash. (2007). Ewing, Bradley ; Yanochik, Mark ; Thompson, Mark.
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38. Interdependence between Eastern and Western European stock markets: Evidence from intraday data. (2007). Kočenda, Evžen ; Égert, Balázs ; Egert, Balazs.
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39. An Empirical Analysis of Trading Volume and Return Volatility Relationship in The Turkish Stock Market. (2006). BAKLACI, Hasan ; Kasman, Adnan.
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40. Asymmetric responses of international stock markets to trading volume. (2006). Chen, Cathy W. S. ; Gerlach, Richard ; Huang, Ming-Hsiang ; Lin, Doris S. Y., ; Chen, Cathy W. S., .
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41. Stock return volatility and trading volume: evidence from the chinese stock market. (2005). Wang, Peijie ; Liu, Aying.
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42. Survey of Volatility and Spillovers on Financial Markets. (). Koenda, Even.
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