Trading Volume and Information Revelation in Stock Market

By Matti Suominen. Journal of Financial and Quantitative Analysis, 2001

146 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3bb2824aff641e6a78d43790df9bc0fcacc1e4a5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Chia-Chang Chuang
2. C. Kuan
3. Hsin-yi Lin
4. Victor Troster
5. Shiu‐Sheng Chen
6. Markus Pauly

In Finance

1. Chia-Chang Chuang
2. C. Kuan
3. Hsin-yi Lin
4. Victor Troster
5. Shiu‐Sheng Chen
6. Markus Pauly

Citations in the corpus

• Causality in quantiles and dynamic stock return–volume relations (2009, background): “There are also equilibrium models that emphasize the information content of volume, e.g., Harris and Raviv (1993), Blume, Easley, and O’Hara (1994), Wang (1994), and Suominen (2001).”