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[42] A THEORY OF TRADING VOLUME [J]. JOURNAL OF FINANCE, 1986, 41 (05) : 1069 - 1087

[43] KARPOFF JM, 1985, COSTLY SHORT SALES C

[44] KELLES GJ, 1980, THESIS KATHOLIEKE U

[45] EMPIRICAL INVESTIGATION OF NYSE VOLUME AND PRICE REACTIONS TO ANNOUNCEMENT OF QUARTERLY EARNINGS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1972, 10 (01) : 113 - 128

[46] TAX-INDUCED TRADING AROUND EX-DIVIDEND DAYS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 16 (03) : 287 - 319

[47] LEHVARI D, 1977, REV EC STATISTICS, V59, P92

[48] MARTELL TF, 1985, DETERMINANTS TRADING

[49] MERRICK JJ, 1986, VOLUME DETERMINATION

[50] STOCK-PRICES AND HETEROSCEDASTICITY [J]. JOURNAL OF BUSINESS, 1976, 49 (04) : 496 - 508

[41] ON INFORMATION DISSEMINATION AND EQUILIBRIUM ASSET PRICES - A NOTE [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1984, 19 (04) : 395 - 402

[42] A THEORY OF TRADING VOLUME [J]. JOURNAL OF FINANCE, 1986, 41 (05) : 1069 - 1087

[43] KARPOFF JM, 1985, COSTLY SHORT SALES C

[44] KELLES GJ, 1980, THESIS KATHOLIEKE U

[45] EMPIRICAL INVESTIGATION OF NYSE VOLUME AND PRICE REACTIONS TO ANNOUNCEMENT OF QUARTERLY EARNINGS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1972, 10 (01) : 113 - 128

[46] TAX-INDUCED TRADING AROUND EX-DIVIDEND DAYS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 16 (03) : 287 - 319

[47] LEHVARI D, 1977, REV EC STATISTICS, V59, P92

[48] MARTELL TF, 1985, DETERMINANTS TRADING

[49] MERRICK JJ, 1986, VOLUME DETERMINATION

[50] STOCK-PRICES AND HETEROSCEDASTICITY [J]. JOURNAL OF BUSINESS, 1976, 49 (04) : 496 - 508