THE RELATION BETWEEN PRICE CHANGES AND TRADING VOLUME - A SURVEY

[31] GRUNDY BD, 1985, TRADING VOLUME STOCK

[32] HANNA M, 1978, AM ECON REV, V68, P692

[33] CROSS-SECURITY TESTS OF THE MIXTURE OF DISTRIBUTIONS HYPOTHESIS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1986, 21 (01) : 39 - 46

[34] PRICE AND VOLUME EFFECTS ASSOCIATED WITH CHANGES IN THE STANDARD-AND-POOR-500 LIST - NEW EVIDENCE FOR THE EXISTENCE OF PRICE PRESSURES [J]. JOURNAL OF FINANCE, 1986, 41 (04) : 815 - 829

[35] HARRIS L, 1983, JOINT DISTRIBUTION S

[36] HARRIS L, 1984, T DATA TESTS MIXTURE

[37] JAIN P, 1986, DEPENDENCE HOURLY PR

[38] THE RELATION BETWEEN COMMON-STOCK RETURNS TRADING ACTIVITY AND MARKET VALUE [J]. JOURNAL OF FINANCE, 1983, 38 (04) : 1075 - 1086

[39] AN EQUILIBRIUM-MODEL OF ASSET TRADING WITH SEQUENTIAL INFORMATION ARRIVAL [J]. JOURNAL OF FINANCE, 1981, 36 (01) : 143 - 161

[40] INFORMATION DISSEMINATION AND PORTFOLIO CHOICE [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1983, 18 (01) : 1 - 19

[31] GRUNDY BD, 1985, TRADING VOLUME STOCK

[32] HANNA M, 1978, AM ECON REV, V68, P692

[33] CROSS-SECURITY TESTS OF THE MIXTURE OF DISTRIBUTIONS HYPOTHESIS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1986, 21 (01) : 39 - 46

[34] PRICE AND VOLUME EFFECTS ASSOCIATED WITH CHANGES IN THE STANDARD-AND-POOR-500 LIST - NEW EVIDENCE FOR THE EXISTENCE OF PRICE PRESSURES [J]. JOURNAL OF FINANCE, 1986, 41 (04) : 815 - 829

[35] HARRIS L, 1983, JOINT DISTRIBUTION S

[36] HARRIS L, 1984, T DATA TESTS MIXTURE

[37] JAIN P, 1986, DEPENDENCE HOURLY PR

[38] THE RELATION BETWEEN COMMON-STOCK RETURNS TRADING ACTIVITY AND MARKET VALUE [J]. JOURNAL OF FINANCE, 1983, 38 (04) : 1075 - 1086

[39] AN EQUILIBRIUM-MODEL OF ASSET TRADING WITH SEQUENTIAL INFORMATION ARRIVAL [J]. JOURNAL OF FINANCE, 1981, 36 (01) : 143 - 161

[40] INFORMATION DISSEMINATION AND PORTFOLIO CHOICE [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1983, 18 (01) : 1 - 19