A FURTHER EXAMINATION OF STOCK PRICE CHANGES AND TRANSACTION VOLUME

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

1973 • 2,868 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

The Price Variability-Volume Relationship on Speculative Markets

1983 • 1,501 citations

The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis

1976 • 967 citations

A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*

1976 • 635 citations

A Model of Asset Trading Under the Assumption of Sequential Information Arrival

1976 • 530 citations

The intraday speed of adjustment of stock prices to earnings and dividend announcements

1984 • 450 citations

An Equilibrium Model of Asset Trading with Sequential Information Arrival

1981 • 412 citations

SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES

1963 • 391 citations

Price and Trading Volume Reaction Surrounding Earnings Announcements: A Closer Examination

1981 • 280 citations

Stock Market Prices and Volumes of Sales

1966 • 275 citations

Security Price Changes and Transaction Volumes: Theory and Evidence

1975 • 184 citations

The Dependence of Prices and Volume

1978 • 182 citations

The Volume of Transactions and Price Changes on the New York Stock Exchange

1970 • 155 citations

Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis

1981 • 151 citations

The relationship between volume and price variability in futures markets

1981 • 130 citations

The Predictability of Stock Market Prices.

1971 • 119 citations

Stock Prices and Heteroscedasticity

1976 • 106 citations

Information Content and the Speed of Stock Price Adjustment

1985 • 94 citations

Information Characteristics of Earnings Announcements and Stock Market Behavior

1983 • 76 citations

Security Price Changes and Transaction Volumes: Some Additional Evidence

1977 • 56 citations

Security Price Changes and Transaction Volumes: Comment

1978 • 15 citations

Security Price Changes and Transaction Volumes: Additional Evidence

1978 • 14 citations

Security Price Changes and Transaction Volumes: Reply

1978 • 3 citations