search query: @indexterm trading volumes / total: 43
references: 5-14 / 43
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5.
A theory of limited liquidity and large investors causing spikes in stock market volatility and trading volume
Journal of the European Economic Association
2007 : APR/MAY, VOL. 5:2-3, p. 564-573
 2007 Gabaix, X. (et al.)
6.
An analysis of trade-size clustering and its relation to stealth trading
Journal of Financial Economics
2007 : MAY, VOL. 84:2, p. 435-471
 2007 Alexander, G.J.
Peterson, M.A.
7.
Heterogeneous preferences and equilibrium trading volume
Journal of Financial Economics
2007 : MAR, VOL. 83:3, p. 719-750
 2007 Berrada, T.
Hugonnier, J.
Rindisbacher, M.
8.
Commodity spot prices: an exploratory assessment of market structure and forward-trading effects
Economica
2006 : MAY, VOL. 73:290, p. 229-256
 2006 Slade, M. E.
Thille, H.
9.
The economic consequences of increased disclosure: evidence from international cross-listings
Journal of Financial Economics
2006 : JUL, VOL. 81:1, p. 175-213
 2006 Bailey, W.
Karolyi, A.
Salva, C.
10.
Secrets of the algorithm
Euromoney
2005 : DEC, VOL. 36:440, p. 110-112
 2005 Koh, P.
11.
Cross-autocorrelation in the Brazilian equity market before and after financial liberalization
Latin American business review
2003 : VOL. 4:1, p. 41-60
 2003 Ratner, M.
Leal, R.P.C.
12.
Gross capital flows and asymmetric information
Journal of International Money and Finance
2003 : DEC, VOL. 22:6, p. 835-864
 2003 Dvorák, T.
13.
Allocation of initial public offerings and flipping activity
Journal of Financial Economics
2003 : APR, VOL. 68:1, p. 111-135
 2003 Aggarwal, R.
14.
Trading activity and stock price volatility: evidence from the London Stock Exchange
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 249-270
 2003 Huang, R. D.
Masulis, R. W.
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