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The behavior of daily stock market trading volume

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Author Info
Ajinkya, Bipin B.
Jain, Prem C.
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Article provided by Elsevier in its journal Journal of Accounting and Economics.

Volume (Year): 11 (1989)
Issue (Month): 4 (November)
Pages: 331-359
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Handle: RePEc:eee:jaecon:v:11:y:1989:i:4:p:331-359

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  1. Sascha Wilkens & Jens Wimschulte, 2005. "Price and Volume Effects Associated with 2003’s Major Reorganization of German Stock Indices," Financial Markets and Portfolio Management, Springer, vol. 19(1), pages 61-98, June. [Downloadable!] (restricted)
  2. Glaser, Markus & Weber, Martin, 2002. "Momentum and Turnover: Evidence from the German Stock Market," Sonderforschungsbereich 504 Publications 02-43, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
  3. Rani Hoitash & Murugappa (Murgie) Krishnan, 2008. "Herding, momentum and investor over-reaction," Review of Quantitative Finance and Accounting, Springer, vol. 30(1), pages 25-47, January. [Downloadable!] (restricted)
  4. João Duque & Inês Pinto, 2008. "Regulatory disclosure via the internet: does it make financial markets more efficient?," Journal of Regulatory Economics, Springer, vol. 33(1), pages 5-19, February. [Downloadable!] (restricted)
  5. Dan Palmon & Ephraim Sudit & Ari Yezegel, 2009. "The value of columnists’ stock recommendations: an event study approach," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 209-232, October. [Downloadable!] (restricted)
  6. Ana Andrés-Andrés, 2001. "Impacto sobre el mercado bursátil del vencimiento de los contratos de derivados sobre el IBEX 35," Investigaciones Economicas, Fundación SEPI, vol. 25(1), pages 203-234, January. [Downloadable!]
  7. Lidén, Erik R., 2003. "Swedish Stock Recommendations: Information Content or Price Pressure?," Working Papers in Economics 98, Göteborg University, Department of Economics, revised 19 Sep 2003. [Downloadable!]
  8. Taoufik Bouraoui, 2008. "L'impact des spams boursiers sur les volumes : Application de la méthodologie des études d’événement," EconomiX Working Papers 2008-11, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
  9. Saffi, Pedro, 2008. "Differences of opinion, information and the timing of trades," IESE Research Papers D/747, IESE Business School. [Downloadable!]
  10. Glaser, Markus & Weber, Martin, 2002. "Momentum and Turnover: Evidence from the German Stock Market," CEPR Discussion Papers 3353, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  11. J. Carlos Gómez Sala & Jorge Yzaguirre, 2003. "Presión sobre los precios en las revisiones del índice IBEX35," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 491-531, September. [Downloadable!]
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