Revisiting the empirical linkages between stock returns and trading volumeShiu‐Sheng Chen2012-02-16articleJournal of Banking & Finance136 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesFinancial Risk and Volatility ModelingMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 136 citations exist upstream.References1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle1996Efficient Tests for an Autoregressive Unit Root1992Efficient Tests for an Autoregressive Unit Root1987The Relation Between Price Changes and Trading Volume: A Survey1993Trading Volume and Serial Correlation in Stock Returns1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1994Market Statistics and Technical Analysis: The Role of VolumeCited by2012Causality between trading volume and returns: Evidence from quantile regressions2020Returns and volume: Frequency connectedness in cryptocurrency markets2021Improving stock price prediction using the long short-term memory model combined with online social networks2020Does Investor Attention Affect Stock Trading and Returns? Evidence from Publicly Listed Firms in China2021Housing market spillovers through the lens of transaction volume: A new spillover index approach2018Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect2016The direction of media influence: Real-estate news and the stock market2022Stock returns, trading volume, and volatility: The case of African stock markets