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1
Book / Working Paper 		The pitch rather than the pit: investor inattention during FIFA World Cup matches
Year:                     
2012-02
Person:  Ehrmann, Michael; Jansen, David-Jan
Institution:  de Nederlandsche Bank
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2
Article 		The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective
Year:                     
2012
Person:  Wang, Tianyi; Huang, Zhuo
Institution:  China Economics and Management Academy, Central University of Finance and Economics (CUFE)
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3
Book / Working Paper 		On the dark side of the market : identifying and analyzing hidden order placements
Year:                     
2012
Person:  Hautsch, Nikolaus; Huang, Ruihong
Publisher:  Berlin : SFB 649, Economic Risk
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4
Article 		The dynamic relation between returns, trading volume, and volatility : lessons from spillovers between Asia and the United States
Year:                     
2012
Person:  Ge̜bka, Bartosz
Published in:  Bulletin of economic research ; 64
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5
Book / Working Paper 		On the dark side of the market : identifying and analyzing hidden order placements
Year:                     
2012
Person:  Hautsch, Nikolaus; Huang, Ruihong
Publisher:  Frankfurt, Main : Center for Financial Studies
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6
Article 		Relationship between stock return and trading volume
Year:                     
2012
Person:  Ravichandran, K.; Bose, Sanjoy
Published in:  Research journal of business management ; 6
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7
Book / Working Paper 		The pitch rather than the pit : : investor inattention during FIFA world cup matches
Year:                     
2012
Person:  Ehrmann, Michael; Jansen, David-Jan
Publisher:  Amsterdam : DNB
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8
Book / Working Paper 		Hidden liquidity : determinants and impact
Year:                     
2012
Person:  Cebiroglu, Gökhan; Horst, Ulrich
Publisher:  Berlin : SFB 649, Economic Risk
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9
Article 		Credit rating announcements, trading activity and yield spreads : the Spanish evidence
Year:                     
2012
Person:  Abad, Pilar; Díaz, Antonio; Robles-Fernández, M. Dolores
Published in:  International journal of monetary economics and finance ; 5
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10
Article 		FX volume during the financial crisis and now
Year:                     
2012
Person:  Bech, Morten L.
Published in:  BIS quarterly review : international banking and financial market developments
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11
Book / Working Paper 		Long Horizons, High Risk Aversion, and Endogeneous Spreads
Year:                     
2011-10-05
Person:  Guasoni, Paolo; Muhle-Karbe, Johannes
Institution:  National Centre of Competence in Research - Financial Valuation and Risk Management
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12
Book / Working Paper 		Transaction Costs, Trading Volume, and the Liquidity Premium
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13
Other 		Analisis Pengumuman Right Issue Terhadap Harga Saham dan Volume Perdagangan Saham Perusahaan yang Go Public di Bursa Efek Indonesia
Year:                     
2011-09-22
Person:  Lubis, M. Ridho Tama
Affiliated person:  Bahri, Syamsul
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14
Book / Working Paper 		Weighted Maximum Likelihood for Risk Prediction
Year:                     
2011-06-01
Person:  Steude, Sven C.
Institution:  National Centre of Competence in Research - Financial Valuation and Risk Management
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15
Book / Working Paper 		The more we know on the fundamental, the less we agree on the price
Year:                     
2011-06
Person:  Kondor, Péter
Institution:  C.E.P.R. Discussion Papers
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16
Book / Working Paper 		Essays on the Impact of Investors Speculation and Disagreements on Security Prices and Trading Volume
Year:                     
2011-06
Person:  Choy, Siu Kai
Affiliated person:  Wei, Jason
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17
Article 		Dynamic Relationship among Intraday Realized Volatility, Volume and Number of Trades
Year:                     
2011
Person:  Hatrick, Kerr; So, Mike; Chung, S.; Deng, R.
Publisher:  Springer
Published in:  Asia-Pacific Financial Markets
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18
Article 		The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets
Year:                     
2011
Person:  Ureche-Rangau, Loredana; Collado, Fabien; Galiay, Ulysse
Institution:  AccessEcon
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19
Book / Working Paper 		The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective
Year:                     
2011
Person:  Wang, Tianyi; Huang, Zhuo
Institution:  China Economics and Management Academy, Central University of Finance and Economics (CUFE)
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20
Book / Working Paper 		Stock Market Reactions due to Announcements of Consumer Price Index and the Investigation of Endogeneity
Year:                     
2011
Person:  Subhani, Dr. Muhammad Imtiaz; Osman, Ms. Amber
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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21
Book / Working Paper 		Which Matters the Most for the Trading Index? (Law and Order or Weather Conditions)
Year:                     
2011
Person:  Hasan, Dr. Syed Akif; Subhani, Dr. Muhammad Imtiaz
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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22
Article 		Nonlinearities in stochastic clocks: trades and volume as subordinators of electronic markets
Year:                     
2011
Person:  Velasco-Fuentes, Rafael; Ng, Wing Lon
Publisher:  Taylor and Francis Journals
Published in:  Quantitative Finance
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23
Article 		THE IMPACT OF OVERCONFIDENCE BIAS AND DISPOSITION EFFECT ON THE VOLUME OF TRANSACTION AND THE VOLATILITY OF THE FRENCH STOCK MARKET
Year:                     
2011
Person:  SIWAR, Ellouz
Institution:  Facultatea de Management Financiar Contabil, Universitatea Spiru Haret
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24
Book / Working Paper 		Determinants of trading activity after rating actions in the Corporate Debt Market
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25
Article 		¡§Fire Sales¡¨ in Housing Market: Is the House- Search Process Similar to a Theme Park Visit?
Year:                     
2011
Person:  Leung, Charles Ka Yui; Zhang, Jun
Institution:  Asian Real Estate Society
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26
Article 		Stock splits, stock dividends and abnormal trading volume: evidence from Tunisia stock exchange
Year:                     
2011
Person:  Daadaa, Wissem; Rajhi, Mohamed Tahar
Publisher:  Inderscience Enterprises Ltd
Published in:  International Journal of Monetary Economics and Finance
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27
Book / Working Paper 		On the volatility-volume relationship in energy futures markets using intraday data
Year:                     
2011
Person:  Chevallier, Julien; Sévi, Benoît
Institution:  EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
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28
Article 		Recent trends in trading activity and market quality
Year:                     
2011
Person:  Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar
Publisher:  Elsevier
Published in:  Journal of Financial Economics
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29
Book / Working Paper 		“Fire Sales” in housing market: is the house-searching process similar to a theme park visit?
Year:                     
2011
Person:  Leung, Charles Ka Yui; Zhang, Jun
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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30
Article 		The role of annual general meetings in a civil-law country : evidence from Spain
Year:                     
2011
Person:  García Blandón, Josep; Martínez Blasco, Mónica; Argilés Bosch, Josep Maria
Published in:  International corporate governance
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31
Article 		A test of the different implications of the overconfidence and disposition hypotheses
Year:                     
2011
Person:  Chou, Robin K.; Wang, Yun-yi
Published in:  Journal of banking & finance ; 35
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32
Article 		Long memory in volatility and trading volume
Year:                     
2011
Person:  Fleming, Jeff; Kirby, Chris
Published in:  Journal of banking & finance ; 35
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33
Article 		Who is the more overconfident trader? : individual vs. institutional investors
Year:                     
2011
Person:  Chuang, Wen-i; Susmel, Rauli
Published in:  Journal of banking & finance ; 35
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34
Book / Working Paper 		Beauty contests and fat tails in financial markets
Year:                     
2011
Person:  Nirei, Makoto
Publisher:  Kunitachi : Research Center for Price Dynamics, Inst. of Economic Research, Hitotsubashi Univ.
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35
Article 		Bid-ask spreads, volume, and volatility : evidence from livestock markets
Year:                     
2011
Person:  Frank, Julieta; Garcia, Philip
Published in:  American journal of agricultural economics ; 93
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36
Article 		Do regulatory policies affect the flow of information in emerging markets?
Year:                     
2011
Person:  Farag, Hisham; Cressy, Robert
Published in:  Research in international business and finance ; 25
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37
Article 		Recent trends in trading activity and market quality
Year:                     
2011
Person:  Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar
Published in:  Journal of financial economics ; 101
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38
Book / Working Paper 		The more we know on the fundamental, the less we agree on the price
Year:                     
2011
Person:  Kondor, Péter
Publisher:  London : Centre for Economic Policy Research
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39
Article 		Order flow and central bank intervenstion : an empirical analysis of recent Bank of Japan actions in the foreign exchange market
Year:                     
2011
Person:  Marsh, Ian
Published in:  Journal of international money and finance ; 30
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40
Article 		Asymmetric volatility and trading volume : the G5 evidence
Year:                     
2011
Person:  Sabbaghi, Omid
Published in:  Global finance journal ; 22
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41
Article 		Market liquidity and flow-driven risk
Year:                     
2011
Person:  Deuskar, Prachi; Johnson, Timothy C.
Published in:  The review of financial studies ; 24
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42
Book / Working Paper 		The fragility of discretionary liquidity provision : lessons from the collapse of the auction rate securities market
Year:                     
2011
Person:  Han, Song; Li, Dan
Publisher:  Hong Kong : Hong Kong Inst. for Monetary Research
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43
Article 		Foreign exchange trading in emerging currencies : more financial, more offshore
Year:                     
2011
Person:  McCauley, Robert N.; Scatigna, Michela
Published in:  BIS quarterly review : international banking and financial market developments
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44
Article 		The role of newswires in screening and disseminating value-relevant information in periodic SEC reports
Year:                     
2011
Person:  Li, Edward Xuejun; Ramesh, K.; Shen, Min
Published in:  The accounting review : a journal of the American Accounting Association ; 86
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45
Article 		Are investors confused by restatements after Sarbanes-Oxley ?
Year:                     
2011
Person:  Burks, Jeffrey J.
Published in:  The accounting review : a journal of the American Accounting Association ; 86
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46
Article 		The effect of trading volume on analysts' forecast bias
Year:                     
2011
Person:  Beyer, Anne; Guttman, Ilan
Published in:  The accounting review : a journal of the American Accounting Association ; 86
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47
Article 		Investor trading and the post-earnings-announcement drift
Year:                     
2011
Person:  Ayers, Benjamin C.; Li, Oliver Zhen; Yeung, P. Eric
Published in:  The accounting review : a journal of the American Accounting Association ; 86
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48
Book / Working Paper 		Investing with volume analysis : identify, follow, and profit from trends
Year:                     
2011
Person:  Dormeier, Buff Pelz
Publisher:  Upper Saddle River, NJ : FT Press
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49
Article 		Sunshine trading in an African stock market
Year:                     
2011
Person:  Dia, Magueye; Pouget, Sébastien
Published in:  Managerial finance ; 37
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50
Article 		Cash trading and index futures price volatility
Year:                     
2011
Person:  Li, Jinliang
Published in:  The journal of futures markets ; 31
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