Found 11 results for your keywords: subject="Securities trading volume"

A Rational expectations equilibrium with informative trading volume

1
(Schneider, Jan)

Individualism and momentum around the world

1
(Titman, Sheridan) (Wei, K.C. John) (Chui, Andy C.W.)

Getting out early: an analysis of market making activity at the recommending analyst's firm

1
(Lindsey, Laura) (Juergens, Jennifer L.)

Investor inattention and friday earnings announcements

1
(Dellavigna, Stefano) (Pollet, Joshua A. M.)

Volatility information trading in the option market

1
(Ni, Sophie X.) (Pan, Jun) (Poteshman, Allen M.)

Model uncertainty and options markets with heterogeneous beliefs

1
(Buraschi, Andrea) (Jiltson, Alexei)

Trading volume: implications of an intertemporal capital asset pricing model

1
(Lo, Andrew W.) (Wang, Jiang)

Retail investor sentiment and return comovements

1
(Kumar, Alok) (Lee, Charles M.C.)

Automation versus intermediation: evidence from treasuries going off the run

1
(Hendershott, Terrence) (Barclay, Michael J.) (Kotz, Kenneth)

Liquidity and autocorrelations in individual stock returns

1
(Chordia, Tarun) (Avramov, Doron) (Gayol, Amit)

Investor tax heterogeneity and ex-devidend day trading volume

1
(Dhaliwal, Dan) (Li, Oliver Zhen)