Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Ajinkya, Bipin B.
and
Jain, Prem C.
1989.
The behavior of daily stock market trading volume.
Journal of Accounting and Economics,
Vol. 11,
Issue. 4,
p.
331.
Miller, Edward M.
1989.
Explaining intra-day and overnight price behavior.
The Journal of Portfolio Management,
Vol. 15,
Issue. 4,
p.
10.
Wasserfallen, Walter
1989.
Flexible exchange rates.
Journal of Monetary Economics,
Vol. 23,
Issue. 3,
p.
511.
Foster, F. Douglas
and
Viswanathan, S.
1990.
A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets.
Review of Financial Studies,
Vol. 3,
Issue. 4,
p.
593.
McInish, Thomas H.
and
Wood, Robert A.
1990.
An analysis of transactions data for the Toronto Stock Exchange.
Journal of Banking & Finance,
Vol. 14,
Issue. 2-3,
p.
441.
McInish, Thomas H.
and
Wood, Robert A.
1991.
HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES.
Journal of Financial Research,
Vol. 14,
Issue. 4,
p.
303.
Ho, Yan-Ki
and
Cheung, Yan-Leung
1991.
Behaviour of intra-daily stock return on an Asian emerging market - Hong Kong.
Applied Economics,
Vol. 23,
Issue. 5,
p.
957.
McInish, Thomas H.
and
Wood, Robert A.
1991.
Autocorrelation of daily index returns: intraday-to-intraday versus close-to-close intervals.
Journal of Banking & Finance,
Vol. 15,
Issue. 1,
p.
193.
Ekman, Peter D.
1992.
Intraday patterns in the S&P 500 index futures market.
Journal of Futures Markets,
Vol. 12,
Issue. 4,
p.
365.
MCINISH, THOMAS H.
and
WOOD, ROBERT A.
1992.
An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks.
The Journal of Finance,
Vol. 47,
Issue. 2,
p.
753.
GERETY, MASON S.
and
MULHERIN, J. HAROLD
1992.
Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close.
The Journal of Finance,
Vol. 47,
Issue. 5,
p.
1765.
Wei, Pei‐Hwang
1992.
INTRADAY VARIATIONS IN TRADING ACTIVITY, PRICE VARIABILITY, AND THE BID‐ASK SPREAD.
Journal of Financial Research,
Vol. 15,
Issue. 3,
p.
265.
BESSEMBINDER, HENDRIK
and
SEGUIN, PAUL J.
1992.
Futures‐Trading Activity and Stock Price Volatility.
The Journal of Finance,
Vol. 47,
Issue. 5,
p.
2015.
Ma, Christopher K.
Peterson, Richard L.
and
Sears, R. Stephen
1992.
Trading noise, adverse selection, and intraday bid‐ask spreads in futures markets.
Journal of Futures Markets,
Vol. 12,
Issue. 5,
p.
519.
Yadav, Pradeep K.
1992.
Event studies based on volatility of returns and trading volume: A review.
The British Accounting Review,
Vol. 24,
Issue. 2,
p.
157.
Yadav, Pradeep K.
and
Pope, Peter F.
1992.
Intraweek and intraday seasonalities in stock market risk premia: Cash and futures.
Journal of Banking & Finance,
Vol. 16,
Issue. 1,
p.
233.
Brock, William A.
and
Kleidon, Allan W.
1992.
Periodic market closure and trading volume.
Journal of Economic Dynamics and Control,
Vol. 16,
Issue. 3-4,
p.
451.
Chan, Kalok
and
Chung, Y.Peter
1993.
Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume: A transactions data test.
Journal of Banking & Finance,
Vol. 17,
Issue. 4,
p.
663.
FOSTER, F. DOUGLAS
and
VISWANATHAN, S.
1993.
Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models.
The Journal of Finance,
Vol. 48,
Issue. 1,
p.
187.
Ho, Richard Yan-Ki
Cheung, Yan-Leung
and
Cheung, Daniel W.W.
1993.
Intraday prices and trading volume relationship in an emerging Asian market - Hong Kong.
Pacific-Basin Finance Journal,
Vol. 1,
Issue. 2,
p.
203.