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Dispersion of Expectations and Trading Volume
16 references·12 citing·43 second hop
Dispersion of Expectations and Trading Volume (1987)Dispersion of Expectations and Trading Vo…COSTLY SHORT SALES AND THE CORRELATION OF RETURNS WITH VOLUME (1988)COSTLY SHORT SALES AND THE CO…Price and Trading Volume Reaction Surrounding Earnings Announcements: A Closer Examination (1981)Price and Trading Volume Reac…On the Relationship Between Volume Reaction and Consensus of Investors: Implications for Interpreting Tests of Information Content (1981)On the Relationship Between V…Asymmetrical Information in Securities Markets and Trading Volume (1980)Asymmetrical Information in S…The Current Status of the Capital Asset Pricing Model (CAPM) (1978)The Current Status of the Cap…THE CURRENT STATUS OF THE CAPITAL ASSET PRICING MODEL (CAPM) (1978)THE CURRENT STATUS OF THE CAP…NEW EVIDENCE ON THE CAPITAL ASSET PRICING MODEL (1978)NEW EVIDENCE ON THE CAPITAL A…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL* (1976)A MODEL OF ASSET TRADING UNDE…A Model of Asset Trading Under the Assumption of Sequential Information Arrival (1976)A Model of Asset Trading Unde…Security Price Changes and Transaction Volumes: Theory and Evidence (1975)Security Price Changes and Tr…Stock Market Reaction to Estimates of Earnings per Share by Company Officials (1973)Stock Market Reaction to Esti…The Information Content of Annual Earnings Announcements (1968)The Information Content of An…The Cost of Transacting (1968)The Cost of TransactingStock Market Prices and Volumes of Sales (1966)Stock Market Prices and Volum…Market and Industry Factors in Stock Price Behavior (1966)Market and Industry Factors i…Whose Disagreement Matters? Household Belief Dispersion and Stock Trading Volume (2021)Whose Disagreement Matters? H…Valuation Uncertainty and Short-Sales Constraints: Evidence from the IPO Aftermarket (2021)Valuation Uncertainty and Sho…The Information Content of Abnormal Trading Volume (2010)The Information Content of Ab…The Empirical Investigation of Relationship between Return, Volume and Volatility Dynamics in Indian Stock Market (2009)The Empirical Investigation o…An Empirical Analysis of Stock Price-Volume Relationship in Indian Stock Market (2008)An Empirical Analysis of Stoc…Asset Management and Affiliated Analysts' Forecasts (2004)Asset Management and Affiliat…Gross capital flows and asymmetric information (2003)Gross capital flows and asymm…Testing the price-volume relation in emerging Asian stock markets (1995)Testing the price-volume rela…Trading Volume and Transaction Costs in Specialist Markets (1994)Trading Volume and Transactio…The linear and non-linear dependence of stock returns and trading volume in the Finnish stock market (1994)The linear and non-linear dep…A test of risk clientele effects via an examination of trading volume response to earnings announcements (1994)A test of risk clientele effe…Foreign currency translation and analyst forecast dispersion: Examining the effects of statement of financial accounting standards no. 52 (1990)Foreign currency translation …Estimating betas from nonsynchronous data (1977)Volatility increases subsequent to stock splits: An empirical aberration (1985)Market response to financial reports (1994)Investors' Trade Size and Trading Responses around Earnings Announcements: An Empirical Investigation (2001)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Diversification, Ricardian Rents, and Tobin's q (1988)The Event Study Methodology Since 1969 (1998)Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns (2002)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Theory of Trading Volume (1986)Market reaction to anticipated announcements (1991)Evidence on the speed of convergence to market efficiency (2005)An Empirical Evaluation of Accounting Income Numbers (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk Aversion in the Small and in the Large (1976)Intradaily Price-Volume Adjustments of NYSE Stocks to Unexpected Earnings (1988)Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks (2009)Does sustainability index matter to the hospitality industry? (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Brownian Motion in the Stock Market (1959)Price Movements in Speculative Markets : Trends or Random Walks (1961)SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES (1963)The Dependence of Prices and Volume (1978)Liquidity and stock returns in emerging equity markets (2003)Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes (2008)A GARCH examination of the relationship between volume and price variability in futures markets (1991)THE EMPIRICAL RELATIONSHIP BETWEEN TRADING VOLUME, RETURNS AND VOLATILITY (1996)The stock price–volume relationship in emerging stock markets: the case of Latin America (1998)Information Effects on the Bid-Ask Spread (1983)Commonality in liquidity (2000)Market Liquidity and Trading Activity (2001)Using daily stock returns (1985)Capital markets research in accounting (2001)An Equilibrium Model of Asset Trading with Sequential Information Arrival (1981)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)
this work references cited by second hop

References

  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1968The Information Content of Annual Earnings Announcements2,739 cited
  • 1968The Cost of Transacting1,909 cited
  • 1966Market and Industry Factors in Stock Price Behavior838 cited
  • 1976A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*608 cited
  • 1976A Model of Asset Trading Under the Assumption of Sequential Information Arrival556 cited
  • 1966Stock Market Prices and Volumes of Sales266 cited
  • 1981Price and Trading Volume Reaction Surrounding Earnings Announcements: A Closer Examination261 cited
  • 1975Security Price Changes and Transaction Volumes: Theory and Evidence172 cited
  • 1980Asymmetrical Information in Securities Markets and Trading Volume169 cited
  • 1978THE CURRENT STATUS OF THE CAPITAL ASSET PRICING MODEL (CAPM)152 cited
  • 1978The Current Status of the Capital Asset Pricing Model (CAPM)135 cited
  • 1978NEW EVIDENCE ON THE CAPITAL ASSET PRICING MODEL119 cited
  • 1973Stock Market Reaction to Estimates of Earnings per Share by Company Officials118 cited
  • 1988COSTLY SHORT SALES AND THE CORRELATION OF RETURNS WITH VOLUME99 cited

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  • 1981On the Relationship Between Volume Reaction and Consensus of Investors: Implications for Interpreting Tests of Information Content73 cited
  • Cited by

    • 2010The Information Content of Abnormal Trading Volume51 cited
    • 1994Trading Volume and Transaction Costs in Specialist Markets51 cited
    • 1994A test of risk clientele effects via an examination of trading volume response to earnings announcements46 cited
    • 1995Testing the price-volume relation in emerging Asian stock markets42 cited
    • 2003Gross capital flows and asymmetric information39 cited
    • 2009The Empirical Investigation of Relationship between Return, Volume and Volatility Dynamics in Indian Stock Market32 cited
    • 2004Asset Management and Affiliated Analysts' Forecasts25 cited
    • 2021Whose Disagreement Matters? Household Belief Dispersion and Stock Trading Volume25 cited
    • 2008An Empirical Analysis of Stock Price-Volume Relationship in Indian Stock Market25 cited
    • 1994The linear and non-linear dependence of stock returns and trading volume in the Finnish stock market24 cited
    • 2021Valuation Uncertainty and Short-Sales Constraints: Evidence from the IPO Aftermarket23 cited
    • 1990Foreign currency translation and analyst forecast dispersion: Examining the effects of statement of financial accounting standards no. 5218 cited