Asymmetrical Information in Securities Markets and Trading Volume
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 15 (1980)
Issue (Month): 05 (December)
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- Muntermann, Jan & Guettler, Andre, 2007. "Intraday stock price effects of ad hoc disclosures: the German case," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(1), pages 1-24, February.
- Anirut Pisedtasalasai & Abeyratna Gunasekarage, 2007. "Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia," Asia-Pacific Financial Markets, Springer, vol. 14(4), pages 277-297, December.
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- Gaiyan Zhang, 2007. "A Model of Price, Volume, and Sequential Information," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 6(3), pages 207-223, December.
- Andrew W. Lo & Jiang Wang, 2001.
"Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model,"
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8565, National Bureau of Economic Research, Inc.
- Andrew W. Lo & Jiang Wang, 2006. "Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model," Journal of Finance, American Finance Association, vol. 61(6), pages 2805-2840, December.
- Pratap Chandra Pati & Prabina Rajib, 2010. "Volatility persistence and trading volume in an emerging futures market: Evidence from NSE Nifty stock index futures," Journal of Risk Finance, Emerald Group Publishing, vol. 11(3), pages 296-309, May.
- Brajesh Kumar & Priyanka Singh & Ajay Pandey, 2010. "The Dynamic Relationship between Price and Trading Volume: Evidence from Indian Stock Market," Working Papers id:2379, eSocialSciences.
- Jiang Wang, 2002. "Trading Volume and Asset Prices," Annals of Economics and Finance, Society for AEF, vol. 3(2), pages 299-359, November.
- Nawrocki, David N., 1995. "Expectations, technological change, information and the theory of financial markets," International Review of Financial Analysis, Elsevier, vol. 4(2-3), pages 85-105.
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