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Risk shift following dividend change announcement : the role of trading volume
Kim, Sangphill; Rui, Oliver Meng; Xu, Peter - In: Review of quantitative finance and accounting 19 (2002) 1, pp. 45-63
Persistent link: https://www.econbiz.de/10001698799
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Empirical Identification of Non-Informational Trades Using Trading Volume Data
Lee, Bong-Soo; Rui, Oliver M. - In: Review of quantitative finance and accounting 17 (2001) 4, pp. 327-350
Persistent link: https://www.econbiz.de/10007170329
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Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China's Stock Markets
Lee, Cheng F.; Rui, Oliver M. - In: Review of quantitative finance and accounting 14 (2000) 4, pp. 341-360
Persistent link: https://www.econbiz.de/10007180032
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Empirical identification of non-information trades using trading volume data
Lee, Bong-soo; Rui, Oliver Meng - In: Review of quantitative finance and accounting 17 (2001) 4, pp. 327-350
Persistent link: https://www.econbiz.de/10001748172
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The effectiveness of price limits and stock characteristics : evidence from the Shanghai and Shenzhen stock exchanges
Chen, Gong-meng; Rui, Oliver Meng; Wang, Steven Shuye - In: Review of quantitative finance and accounting 25 (2005) 2, pp. 159-182
Persistent link: https://www.econbiz.de/10003124817