References

• 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
• 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
• 1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
• 1992Stock Prices and Volume1,295 cited
• 1976The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis931 cited
• 1994A Model of Competitive Stock Trading Volume913 cited
• 1976A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*608 cited
• 1981An Equilibrium Model of Asset Trading with Sequential Information Arrival427 cited
• 1963SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES383 cited
• 2001The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility341 cited
• 1986Cross-Security Tests of the Mixture of Distributions Hypothesis276 cited
• 1980Asymmetrical Information in Securities Markets and Trading Volume169 cited
• 1977The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models152 cited
• 1970The Volume of Transactions and Price Changes on the New York Stock Exchange149 cited