Additional information is available for the following registered author(s):

• Hendrik Bessembinder

Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 40 (1996)
Issue (Month): 1 (January)
Pages: 105-134
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:jfinec:v:40:y:1996:i:1:p:105-134

Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/505576

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research

Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Jian Yang & David A. Bessler & Hung-Gay Fung, 2004. "The informational role of open interest in futures markets," Applied Economics Letters, Taylor and Francis Journals, vol. 11(9), pages 569-573, January. [Downloadable!] (restricted)
2. Charles Cao & Eric Ghysels & Frank Hatheway, 1998. "Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening," CIRANO Working Papers 98s-14, CIRANO. [Downloadable!]
3. Rafiqul Bhuyan, 2002. "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance 0211002, EconWPA. [Downloadable!]
4. Jennifer Juergens & Evan Anderson & Eric Ghysels, 2004. "Do Heterogeneous Beliefs Matter for Asset Pricing?," Econometric Society 2004 North American Summer Meetings 477, Econometric Society. [Downloadable!]
5. Robert A. Connolly & Christopher T. Stivers, 2000. "Evidence on the Economics of Equity Return Volatility Clustering," Econometric Society World Congress 2000 Contributed Papers 1575, Econometric Society. [Downloadable!]
6. Sam Howison & David Lamper, 2001. "Trading volume in models of financial derivatives," Applied Mathematical Finance, Taylor and Francis Journals, vol. 8(2), pages 119-135, May. [Downloadable!] (restricted)
7. Md. Arifur Rahman, 2007. "The Information Content of Cross-sectional Volatility for Future Market Volatility: Evidence from Australian Equity Returns," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 4(1), pages 91-124, June. [Downloadable!]
8. M. Lambert & G. Hübner & P.-A. Michel & H. Olivier, 2006. "The Impact of International Financial Reporting Standards on Market Microstructure in Europe," Working Papers of CREFI-LSF (Centre of Research in Finance - Luxembourg School of Finance) 06-02, CREFI-LSF, University of Luxembourg. [Downloadable!]
9. Michelle Lowry & Micah S. Officer & G. William Schwert, 2006. "The Variability of IPO Initial Returns," NBER Working Papers 12295, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
10. Zaiane Salma & Abaoub Ezzeddine, 2008. "Overconfidence And Trading Volume: Evidence From An Emergent Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 41. [Downloadable!]
11. Sam Howison & David lamper, 2000. "Trading Volume in Models of Financial Derivatives," OFRC Working Papers Series 2000mf03, Oxford Financial Research Centre. [Downloadable!]
12. Nihat Aktas & Eric de Bodt & Michel Levasseur, 2004. "Heterogeneity effects from market interventions," European Journal of Finance, Taylor and Francis Journals, vol. 10(5), pages 412-436, October. [Downloadable!] (restricted)

Did you know? IDEAS also indexes books.

This page was last updated on 2009-11-7.