Trading Volume, Information Asymmetry, and Timing Information
Top Cited Papers
- 1 February 2005
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 60 (1) , 413-442
- https://doi.org/10.1111/j.1540-6261.2005.00734.x
Abstract
No abstract availableKeywords
This publication has 31 references indexed in Scilit:
- Is Information Risk a Determinant of Asset Returns?The Journal of Finance, 2002
- Market Liquidity and Trading ActivityThe Journal of Finance, 2001
- The impact of firm specific news on implied volatilitiesJournal of Banking & Finance, 1996
- Trading volume reactions to annual accounting earnings announcementsJournal of Accounting and Economics, 1994
- The behavior of daily stock market trading volumeJournal of Accounting and Economics, 1989
- A Theory of Intraday Patterns: Volume and Price VariabilityThe Review of Financial Studies, 1988
- NoiseThe Journal of Finance, 1986
- Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings AnnouncementsJournal of Accounting Research, 1985
- Information Effects on the Bid‐Ask SpreadThe Journal of Finance, 1983
- Risk measurement when shares are subject to infrequent tradingJournal of Financial Economics, 1979