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Trading Volume and Stock Returns Volatility: Evidence from Industrial Firms of Oman
16 references·0 citing·51 second hop
Trading Volume and Stock Returns Volatility: Evidence from Industrial Firms of Oman (2015)Trading Volume and Stock Returns Volatili…The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)The dynamic relationship betw…The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility (2001)The Dynamic Relation Between …Trading Volume and Cross‐Autocorrelations in Stock Returns (2000)Trading Volume and Cross‐Auto…Liquidity and stock returns: An alternative test (1998)Liquidity and stock returns: …Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Testing for Linear and Nonlin…Differences of Opinion Make a Horse Race (1993)Differences of Opinion Make a…The Dependence between Hourly Prices and Trading Volume (1988)The Dependence between Hourly…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Futures Price Variability: A Test of Maturity and Volume Effects (1986)Futures Price Variability: A …The Price Variability-Volume Relationship on Speculative Markets (1983)The Price Variability-Volume …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis (1976)The Stochastic Dependence of …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Stock Market Prices and Volumes of Sales (1966)Stock Market Prices and Volum…SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES (1963)SPECTRAL ANALYSIS OF NEW YORK…Brownian Motion in the Stock Market (1959)Brownian Motion in the Stock …A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. 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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited
  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
  • 1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
  • 1998Liquidity and stock returns: An alternative test1,318 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
  • 1963SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES383 cited
  • 2002The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence372 cited
  • 2001The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility341 cited
  • 1966Stock Market Prices and Volumes of Sales

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266 cited
  • 1986Futures Price Variability: A Test of Maturity and Volume Effects191 cited
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