Dynamic Market Making with Asymmetric Information and Market Power.

Authors: Chen, Wen¹ (AUTHOR), Wang, Yajun² (AUTHOR)

Source: Review of Financial Studies. Jan2025, Vol. 38 Issue 1, p235-293. 59p.

Subject Terms: *Spread (Finance), *Securities trading volume, *Oligopolies, *Market makers, *Market power

Déjà Vu: Revisiting the Restricted Stock and Pre-IPO Studies (Part I of V).

Authors: Mercer, Z. Christopher¹ mercerc@mercercapital.com

Source: Value Examiner. Jul/Aug2024, p10-20. 10p.

Subject Terms: *Securities trading volume, *Career development, *Stocks (Finance), *Discounted cash flow, *Stock price indexes, *Closed-end funds

Company/Entity: New York Stock Exchange

Extrapolative Bubbles and Trading Volume.

Authors: Liao, Jingchi¹ (AUTHOR), Peng, Cameron² (AUTHOR) c.peng9@lse.ac.uk, Zhu, Ning³ (AUTHOR)

Source: Review of Financial Studies. Apr2022, Vol. 35 Issue 4, p1682-1722. 41p.

Subject Terms: *Stock market bubbles, *Securities trading volume, *Stock prices, *Stockholders, *Rational expectations (Economic theory), *Investment policy, *Market timing, Extrapolation

Geographic Terms: China

The Liquidity Uncertainty Premium Puzzle.

Authors: Flora, Maria¹ (AUTHOR), Gianstefani, Ilaria² (AUTHOR), Renò, Roberto³ (AUTHOR) reno@essec.edu

Source: Journal of Time Series Analysis. Mar2025, Vol. 46 Issue 2, p286-299. 14p.

Subject Terms: *ESTIMATION bias, *SECURITIES trading volume, *ASSET allocation, *MARKET volatility, *EMPIRICAL research, *FINANCIAL performance, *FINANCIAL databases

Taiwan Dollar Volumes Surge With Tech Demand Ahead of Tariffs.

Authors: Ouyang, Iris (AUTHOR)

Source: Bloomberg.com. 4/14/2025, pN.PAG-N.PAG. 1p.

Subject Terms: *Securities trading volume, *Tariff, *Hard currencies, *Economic demand, *U.S. dollar, Electronic equipment, National interest

Geographic Terms: United States, Taiwan

Investor Disagreement, Disclosure Processing Costs, and Trading Volume Evidence from Social Media.

Authors: Booker, Adam¹ (AUTHOR), Curtis, Asher² (AUTHOR), Richardson, Vernon J.³ (AUTHOR)

Source: Accounting Review. Jan2023, Vol. 98 Issue 1, p109-137. 29p. 1 Color Photograph, 1 Diagram, 10 Charts, 3 Graphs.

Subject Terms: *Securities trading volume, *Financial disclosure, *Earnings announcements, *Stocks (Finance), Social media

Company/Entity: StockTwits Inc.

Price Impact or Trading Volume: Why Is the Amihud (2002) Measure Priced?

Authors: Xiaoxia Lou¹ lous@udel.edu, Tao Shu^2,3

Source: Review of Financial Studies. Dec2017, Vol. 30 Issue 12, p4481-4520. 40p.

Subject Terms: *Stock prices, *Securities trading volume, *Liquidity (Economics), *Prices, *High-frequency trading (Securities), *Spread (Finance), *Financial statements, *Stock exchanges, Robust statistics

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The Causal Relationship between Trading Volume and Return Volatility with Interest Rate and Exchange Rate as Exogenous Variables.

Alternate Title: Hubungan Kausal antara Volume Perdagangan dan Volatilitas Pengembalian dengan Suku Bunga dan Nilai Tukar sebagai Variabel Eksogen.

Authors: Permanawati, Rahmadani Nur¹ rahmadani.nur22@gmail.com, Witiastuti, Rini Setyo¹, Nugraha, Mahardika Dandy¹, Maharani, Rr. Annisa Tri Safira¹

Source: JDM: Jurnal Dinamika Manajemen. 2022, Vol. 13 Issue 1, p87-100. 14p.

Subject Terms: *Securities trading volume, *Market volatility, *Interest rates, *Foreign exchange rates, Palm oil

Geographic Terms: East Indies, Philippines, Thailand

FORECASTING SPATIALLY CORRELATED TARGETS: SIMULTANEOUS PREDICTION OF HOUSING MARKET ACTIVITY ACROSS MULTIPLE AREAS.

Authors: Changro LEE¹ spatialstat@naver.com

Source: International Journal of Strategic Property Management. 2022, Vol. 26 Issue 2, p119-126. 8p.

Subject Terms: *Home prices, *Securities trading volume, *Housing market, *Algorithms, Deep learning

The Informedness Effect and Volume of Trade.

Authors: Atiase, Rowland K.¹ ratiase@mail.utexas.edu, Gift, Michael J.²

Source: Journal of Accounting, Auditing & Finance. Oct2015, Vol. 30 Issue 4, p407-430. 24p. 4 Charts.

Subject Terms: *Securities trading volume, *Information science, *Empirical research, *Income, Prediction models

SOCIAL MEDIA, TRADING VOLUME, VOLATILITY AND STOCK PRICES.

Authors: KAYA, HALIL D.¹ kaya@nsuok.edu, MARAMRAJU, ABHINAV², NALLAPU, ANISH³

Source: Annals of 'Constantin Brancusi' University of Targu-Jiu. Economy Series / Analele Universităţii 'Constantin Brâncuşi' din Târgu-Jiu Seria Economie. Dec2023, Issue 6, p40-50. 11p.

Subject Terms: *Stock prices, *Securities trading volume, *Social media in marketing, *Securities trading, *Investment policy, *Market volatility, *Stocks (Finance), Social media

Trading volume and open interest from options markets as measures of the effect of IT announcements.

Authors: Zhang, Dawei¹, Lyle, Matthew², Nault, Barrie R.³ nault@ucalgary.ca

Source: Information Technology & Management. Jun2024, Vol. 25 Issue 2, p113-123. 11p.

Subject Terms: *SECURITIES trading volume, *INFORMATION technology, *INVESTMENTS, *INVESTORS, *STOCK exchanges

The Relationship Between Trading Volume and Market Returns: A VAR/Granger Causality Testing Approach in the Context of Saudi Arabia.

Authors: Alhussayen, Hanan¹ halhussayen@ksu.edu.sa

Source: Organizations & Markets in Emerging Economies. 2022, Vol. 13 Issue 1, p260-275. 17p.

Subject Terms: *Granger causality test, *Securities trading volume, *Rate of return on stocks, *Impulse response, *Information asymmetry, Information modeling

Geographic Terms: Saudi Arabia

Examining the impact of trading volume on liquidity and prices in China's soybean complex.

Authors: Xu, Yuanyuan, Li, Jian, Wang, Linjie, Etienne, Xiaoli

Source: Agribusiness; Apr2025, Vol. 41 Issue 2, p342-362, 21p

Subject Terms: COMMODITY futures, BUSINESS hours, PRICES, MARKET prices, QUANTILE regression, SECURITIES trading volume

Trading behavior-stock market volatility nexus among institutional and individual investors.

Authors: Saranj, Alireza, Zolfaghari, Mehdi

Source: Financial Innovation; 3/12/2025, Vol. 11 Issue 1, p1-50, 50p

Subject Terms: STOCK management (Finance), BEHAVIORAL economics, INVESTORS, FINANCIAL market reaction, INDIVIDUAL investors, VOLATILITY (Securities), MARKET volatility, SECURITIES trading volume

MSRB: Yields, Market Volatility Drive Market Trading Volume.

Authors: O'DONNELL, KATHIE (AUTHOR)

Source: Bond Buyer. 2/18/2025, Vol. 397 Issue 36257, p1-4. 2p.

Subject Terms: *Securities trading volume, *Municipal bonds, *Chief marketing officers, *Secondary markets, *Maturity (Finance)

Company/Entity: Municipal Securities Rulemaking Board

Trading Volume and Investor Disagreement Around Management Forecast Disclosures.

Authors: Cho, Myojung¹, Kwon, Soo Young²

Source: Journal of Accounting, Auditing & Finance. Jan2014, Vol. 29 Issue 1, p3-30. 28p. 9 Charts.

Subject Terms: *Securities trading volume, *Earnings forecasting, *Business forecasting, *Attitudes of capitalists & financiers, *Corporate profits, *Earnings announcements

Trading Volume in Dealer Markets.

Authors: Malinova, Katya¹, Park, Andreas²

Source: Journal of Financial & Quantitative Analysis. 09/10/2010, Vol. 45 Issue 6, p1447-1484. 38p.

Subject Terms: *Securities trading volume, *Financial markets, *Market volatility, *Prices, *Empirical research, *Financial research, *Quantitative research, *Mathematical finance, *Business mathematics, *Economic equilibrium, *Transaction costs, *Mathematical models of economics

Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks.

Authors: Gagnon, Louis¹ lgagnon@business.queensu.ca, Karolyi, G. Andrew² gak56@cornell.edu

Source: Journal of Financial & Quantitative Analysis. Aug2009, Vol. 44 Issue 4, p953-986. 34p.

Subject Terms: *Stock prices, *Securities trading volume, *Stock price forecasting, *Foreign corporations, *Rate of return on stocks, *Finance, *Mathematical models, *Corporate finance, *Securities trading, *Listing of securities, *Risk assessment, *Efficient market theory, *Information asymmetry, Model-based reasoning