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Private Information, Trading Volume, and Stock-Return Variances

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1989The behavior of daily stock market trading volume272 cited
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2006The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis222 cited
2013Which News Moves Stock Prices? A Textual Analysis

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222 cited

1998An empirical analysis of NYSE specialist trading1We thank Jim Cochrane, Joel Hasbrouck, Don Keim, Kim Shapiro, Jerry Warner, and an anonymous referee for their helpful comments. Seminar participants at the Ohio State Conference on `Dealer Markets', London School of Economics, University of Pennsylvania, and University of Wisconsion provided many helpful suggestions. Minder Cheng, Nicole Parent, and Ed Steffelin provided excellent research support. This research was completed while Madhavan was visiting the New York Stock Exchange. The comments and opinions contained in this paper are those of the authors and do not necessarily reflect those of the directors, members or officers of the New York Stock Exchange, Inc.1214 cited

1993The impact of international cross listings on risk and return203 cited

1990Price reversals200 cited

2000Trading and Returns under Periodic Market Closures190 cited

2014Information Efficiency and Firm-Specific Return Variation188 cited

2018Information, Trading, and Volatility: Evidence from Firm-Specific News185 cited

1998Volatility spillovers across equity markets: European evidence181 cited

2000Intraday and interday volatility in the Japanese stock market180 cited