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Journal of Financial and Quantitative Analysis
Volumn 34, Issue 3, 1999, Pages 369-386
Differential interpretations and trading volume
Author keywords

[No Author keywords available]
Indexed keywords

EID: 0033435845     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2676264     Document Type: Article
Times cited : (140)
References (13)
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    • Admati, A.1    Pfleiderer, P.2
  • 2
    • 0003354507 scopus 로고
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    • Bachelier, L.1
  • 3
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    • Bamber, L.S.1
  • 4
    • 21844516070 scopus 로고
    • Differential price and volume reactions to accounting earnings announcements
    • July
    • Bamber, L., and Y. Cheon. "Differential Price and Volume Reactions to Accounting Earnings Announcements." Accounting Review, 70 (July 1995), 417-441.
    • (1995) Accounting Review , vol.70 , pp. 417-441
    • Bamber, L.1    Cheon, Y.2
  • 5
    • 84974465990 scopus 로고
    • Consistent covariance matrix estimation with cross-sectional dependence and heteroskedasticity in financial data
    • Sept.
    • Froot, K. "Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data." Journal of Financial and Quantitative Analysis, 24 (Sept. 1989), 333-355.
    • (1989) Journal of Financial and Quantitative Analysis , vol.24 , pp. 333-355
    • Froot, K.1
  • 6
    • 85208205145 scopus 로고
    • Differential interpretation of public signals and trade in speculative markets
    • Aug.
    • Kandel, E., and N. Pearson. "Differential Interpretation of Public Signals and Trade in Speculative Markets." Journal of Political Economy, 103 (Aug. 1995), 831-872.
    • (1995) Journal of Political Economy , vol.103 , pp. 831-872
    • Kandel, E.1    Pearson, N.2
  • 7
    • 0000201678 scopus 로고
    • A theory of trading volume
    • Dec.
    • Karpoff, J. "A Theory of Trading Volume." Journal of Finance, 41 (Dec. 1986), 1069-1087.
    • (1986) Journal of Finance , vol.41 , pp. 1069-1087
    • Karpoff, J.1
  • 8
    • 84919214538 scopus 로고
    • The relation between price changes and trading volume: A survey
    • March
    • _. "The Relation between Price Changes and Trading Volume: A Survey." Journal of Financial and Quantitative Analysis, 22 (March 1987), 109-126.
    • (1987) Journal of Financial and Quantitative Analysis , vol.22 , pp. 109-126
  • 9
    • 0000358003 scopus 로고
    • Trading volume and price reactions to public announcements
    • Autumn
    • Kim, O., and R. Verrecchia. "Trading Volume and Price Reactions to Public Announcements." Journal of Accounting Research, 29 (Autumn 1991), 302-321.
    • (1991) Journal of Accounting Research , vol.29 , pp. 302-321
    • Kim, O.1    Verrecchia, R.2
  • 10
    • 0001206095 scopus 로고
    • Consistent sets of estimates for regressions with errors in all variables
    • Jan.
    • Klepper, S., and E. Leamer. "Consistent Sets of Estimates for Regressions with Errors in All Variables." Econometrica, 52 (Jan. 1984), 163-183.
    • (1984) Econometrica , vol.52 , pp. 163-183
    • Klepper, S.1    Leamer, E.2
  • 11
    • 0000859303 scopus 로고
    • Continuous auctions and insider trading
    • Nov.
    • Kyle, A. "Continuous Auctions and Insider Trading." Econometrica, 53 (Nov. 1985), 1315-1335.
    • (1985) Econometrica , vol.53 , pp. 1315-1335
    • Kyle, A.1
  • 12
    • 45149141717 scopus 로고
    • The timing of and incentives for annual earnings forecasts near interim earnings announcements
    • July
    • Stickel, S. "The Timing of and Incentives for Annual Earnings Forecasts Near Interim Earnings Announcements." Journal of Accounting and Economics, 11 (July 1989), 275-292.
    • (1989) Journal of Accounting and Economics , vol.11 , pp. 275-292
    • Stickel, S.1
  • 13
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    • A trading volume benchmark: Theory and evidence
    • March
    • Tkac, P. "A Trading Volume Benchmark: Theory and Evidence." Journal of Financial and Quantitative Analysis, 34 (March 1999), 89-114.
    • (1999) Journal of Financial and Quantitative Analysis , vol.34 , pp. 89-114
    • Tkac, P.1

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