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Impact of Political Event on Trading volume and Stock Returns: The Case of KSE
16 references·0 citing·35 second hop
Impact of Political Event on Trading volume and Stock Returns: The Case of KSE (2009)Impact of Political Event on Trading volu…Trading Volume and Cross‐Autocorrelations in Stock Returns (2000)Trading Volume and Cross‐Auto…The Impact of Trader Type on the Futures Volatility‐Volume Relation (1999)The Impact of Trader Type on …Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…Trading Volume and Serial Correlation in Stock Returns (1993)Trading Volume and Serial Cor…Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets (1993)Price Volatility, Trading Vol…Differences of Opinion Make a Horse Race (1993)Differences of Opinion Make a…Some Relations Between Volatility and Serial Correlations in Stock Market Returns (1992)Some Relations Between Volati…The Dependence between Hourly Prices and Trading Volume (1988)The Dependence between Hourly…The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…Volume for Winners and Losers: Taxation and Other Motives for Stock Trading (1986)Volume for Winners and Losers…The Information Content of Annual Earnings Releases: A Trading Volume Approach (1986)The Information Content of An…Cross-Security Tests of the Mixture of Distributions Hypothesis (1986)Cross-Security Tests of the M…The Price Variability-Volume Relationship on Speculative Markets (1983)The Price Variability-Volume …The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis (1976)The Stochastic Dependence of …A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Subordinated Stochastic Pro…Brownian Motion in the Stock Market (1959)Brownian Motion in the Stock …On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Price Momentum and Trading Volume (2000)Learning to Be Overconfident (2001)Continuous Auctions and Insider Trading (1985)Noise Trader Risk in Financial Markets (1990)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Illiquidity and stock returns: cross-section and time-series effects (2002)Asset pricing with liquidity risk (2005)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)The variation of certain speculative prices (1997)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)A Theory of Intraday Patterns: Volume and Price Variability (1988)Empirical properties of asset returns: stylized facts and statistical issues (2001)Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatility Change Over Time? (1989)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Liquidity Risk and Expected Stock Returns (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)The Information Content of Annual Earnings Announcements (1968)ARCH modeling in finance (1992)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)The Analysis of Economic Time-Series-Part I: Prices (1953)The Random Character of Stock Market Prices (1968)An Intertemporal Capital Asset Pricing Model (1973)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)When Are Contrarian Profits Due to Stock Market Overreaction? (1990)Market Frictions, Price Delay, and the Cross-Section of Expected Returns (2005)Economic Links and Predictable Returns (2008)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Forecasting Volatility in Financial Markets: A Review (2003)
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References

  • 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
  • 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited
  • 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
  • 1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 1959Brownian Motion in the Stock Market946 cited
  • 1976The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis931 cited
  • 2000Trading Volume and Cross‐Autocorrelations in Stock Returns721 cited
  • 1988The Dependence between Hourly Prices and Trading Volume671 cited
  • 1993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets667 cited
  • 1986The Information Content of Annual Earnings Releases: A Trading Volume Approach346 cited
  • 1986Volume for Winners and Losers: Taxation and Other Motives for Stock Trading313 cited
  • 1992Some Relations Between Volatility and Serial Correlations in Stock Market Returns282 cited
  • 1986

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Cross-Security Tests of the Mixture of Distributions Hypothesis
276 cited
  • 1999The Impact of Trader Type on the Futures Volatility‐Volume Relation267 cited
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