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Differential Interpretations and Trading Volume
7 references·16 citing·46 second hop
Differential Interpretations and Trading Volume (1999)Differential Interpretations and Trading …Differential Interpretation of Public Signals and Trade in Speculative Markets (1995)Differential Interpretation o…Trading Volume and Price Reactions to Public Announcements (1991)Trading Volume and Price Reac…Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data (1989)Consistent Covariance Matrix …A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…A Theory of Trading Volume (1986)A Theory of Trading VolumeContinuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Belief Disagreement and Portfolio Choice (2022)Belief Disagreement and Portf…Partisan Professionals: Evidence from Credit Rating Analysts (2021)Partisan Professionals: Evide…Do Innovative Firms Communicate More? Evidence from the Relation between Patenting and Management Guidance (2020)Do Innovative Firms Communica…Volatility and the cross-section of corporate bond returns (2019)Volatility and the cross-sect…The convergence and divergence of investors' opinions around earnings news: Evidence from a social network (2018)The convergence and divergenc…Partisan Professionals: Evidence from Credit Rating Analysts (2018)Partisan Professionals: Evide…Determinants of Corporate Bond Trading: A Comprehensive Analysis (2017)Determinants of Corporate Bon…Speculative Trading and Stock Returns (2015)Speculative Trading and Stock…An improved estimation method and empirical properties of the probability of informed trading (2011)An improved estimation method…Market Sidedness: Insights into Motives for Trade Initiation (2009)Market Sidedness: Insights in…Which past returns affect trading volume? (2008)Which past returns affect tra…Overconfidence and Trading Volume (2005)Overconfidence and Trading Vo…Evidence That Investors Trade on Private Event-Period Information around Earnings Announcements (2005)Evidence That Investors Trade…Market-wide impact of the disposition effect: evidence from IPO trading volume (2003)Market-wide impact of the dis…Determinants of the Informativeness of Analyst Research (2002)Determinants of the Informati…The determinants of trading volume of high-yield corporate bonds (2000)The determinants of trading v…On the Impossibility of Informationally Efficient Markets (1980)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Does board gender diversity improve the informativeness of stock prices? (2011)The Pre-FOMC Announcement Drift (2012)The Information Content of Annual Earnings Announcements (1968)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Market reaction to anticipated announcements (1991)Pre-announcement and event-period private information (1997)Tweets and Trades: the Information Content of Stock Microblogs (2013)The capital asset pricing model: Some empirical tests (1972)Measuring security price performance (1980)Using daily stock returns (1985)Estimating the Impact of State Policies and Institutions with Mixed-Level Data (2007)Spatial Panel Data Models (2013)Personality and physical activity: A systematic review and meta-analysis (2014)The Structure of Scientific Revolutions (1963)Breadth of ownership and stock returns (2002)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Disagreement and the Stock Market (2007)Judgment under Uncertainty: Heuristics and Biases (1975)Econometric Analysis of Cross Section and Panel Data (2001)Financial Overconfidence Over Time - Foresight, Hindsight, and Insight of Investors (2011)Why Do (Some) Households Trade So Much? (2011)Subjective financial literacy and retail investors’ behavior (2018)Econometric Analysis of Panel Data (2021)Risk, Return, and Equilibrium: Empirical Tests (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Conflicts of Interest in Sell-Side Research and the Moderating Role of Institutional Investors (2005)The Association between the Legal and Financial Reporting Environments and Forecast Performance of Individual Analysts* (2005)A New Approach to Predicting Analyst Forecast Errors: Do Investors Overweight Analyst Forecasts? (2012)The Behavior of Stock-Market Prices (1965)Differences of Opinion Make a Horse Race (1993)Market liquidity and volume around earnings announcements (1994)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Economics and Identity* (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Partisan Bias, Economic Expectations, and Household Spending (2021)Echo Chambers (2022)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Measuring the Information Content of Stock Trades (1991)ARCH modeling in finance (1992)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
  • 1995Differential Interpretation of Public Signals and Trade in Speculative Markets1,192 cited
  • 1991Trading Volume and Price Reactions to Public Announcements1,097 cited
  • 1989Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data621 cited
  • 1986A Theory of Trading Volume567 cited

Cited by

  • 2022Belief Disagreement and Portfolio Choice213 cited
  • 2008Which past returns affect trading volume?204 cited
  • 2002Determinants of the Informativeness of Analyst Research201 cited
  • 2021Partisan Professionals: Evidence from Credit Rating Analysts196 cited
  • 2019Volatility and the cross-section of corporate bond returns170 cited
  • 2000The determinants of trading volume of high-yield corporate bonds170 cited
  • 2003Market-wide impact of the disposition effect: evidence from IPO trading volume129 cited
  • 2009Market Sidedness: Insights into Motives for Trade Initiation

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121 cited
  • 2018The convergence and divergence of investors' opinions around earnings news: Evidence from a social network118 cited
  • 2017Determinants of Corporate Bond Trading: A Comprehensive Analysis116 cited
  • 2005Evidence That Investors Trade on Private Event-Period Information around Earnings Announcements106 cited
  • 2018Partisan Professionals: Evidence from Credit Rating Analysts103 cited
  • 2005Overconfidence and Trading Volume93 cited
  • 2020Do Innovative Firms Communicate More? Evidence from the Relation between Patenting and Management Guidance92 cited
  • 2011An improved estimation method and empirical properties of the probability of informed trading91 cited
  • 2015Speculative Trading and Stock Returns88 cited