期刊論文1. | Llorente, G.、Michaely, R.、Saar, G.、Wang, J.(2002)。Dynamic Volume-Return Relation of Individual Stocks。Review of Financial Studies,15(4),1005-1047。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Easley, D.、Kiefer, N. M.、O'Hara, M.、Paperman, J. B.(1996)。Liquidity, information, and infrequently traded stocks。Journal of Finance,51(4),1405-1436。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Brown, David P.、Jenningo, Robert H.(1989)。On Technical Analysis。Review of Financial Studies,2,527-552。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Grundy, Bruce D.、Mcnichols, Maureen(1989)。Trade and Revelation of Information Through Prices and Direct Disclosure。Review of financial Studies,2(4),495-526。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Kyle, A. S.(1985)。Continuous Auction and Insider Trading。Econometrica,53,1315-1335。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Campbell, J. Y.、Grossman, S. J.、Wang, J.(1993)。Trading Volume and Series Correlation in Stock Returns。Quarterly Journal of Economics,108,905-951。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Easley, David、O'Hara, Maureen(1992)。Time and the Process of Security Price Adjustment。The Journal of Finance,47(2),577-605。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Foster, F. D.、Viswanathan, S.(1995)。Can speculative trading explain the volume-volatility relation?。Journal of Business and Economic Statistics,13(4),379-396。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Koski, J.L.、Michaely, R.(2000)。Prices, liquidity, and the information content of trades。Review of Financial Studies,13(3),659-696。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Suominen, M.(2001)。Trading volume and information revelation in stock markets。Journal of Financial and Quantitative Analysis,36(4),545-565。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Easley, David、Hvidkjaer, Soeren、O'Hara, Maureen(2002)。Is Information Risk a Determinant of Asset Returns?。The Journal of Finance,57(5),2185-2221。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Holden, Craig W.、Subrahmanyam, Avanidhar(1992)。Long-lived Private Information and Imperfect Competition。The Journal of Finance,47(1),247-270。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Easley, David、O'Hara, Maureen(1987)。Price, trade size and information in securities markets。Journal of Financial Economics,19(1),69-90。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Grossman, Sanford J.、Stiglitz, Joseph E.(1980)。On the Impossibility of Informationally Efficient Markets。The American Economic Review,70(3),393-408。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Blume, Lawrence、Easley, David、O'Hara, Maureen(1994)。Market Statistics and Technical Analysis: The Role of Volume。The Journal of Finance,49(1),153-181。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Harris, Milton、Raviv, Artur(1993)。Differences of Opinion Make a Horse Race。Review of Financial Studies,6(3),473-506。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Holthanse, Robert W.、Verrecchia, Robert E.(1990)。The effect of informedness and consensus on price and volume behavior。The Accounting Review,65(1),191-208。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Kim, Oliver、Verrecchia, Robert E.(1991)。Trading Volume and Price Reactions to Public Announcements。Journal of Accounting Research,29(2),302-321。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Lee, Charles M. C.、Ready, Mark J.(1991)。Inferring Trade Direction from Intraday Data。Journal of Finance,46(2),733-746。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Black, F.(1971)。“Toward a Fully Automated Exchange, Part I,”。Financial Analysts Journal,27,29–34。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Boehmer, E., J. Gramming, and E. Theissen(2007)。“Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?”。Journal of Financial Markets,10,26–47。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Lee, C. and B. Radhakrishna(2000)。“Inferring Investor Behavior: Evidence from TORQ Data,”。Journal of Financial Markets,3,83–111。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Theissen, E.(2001)。“A Test of the Accuracy of the Lee/Ready Trade Classification Algorithm,”。Journal of International Financial Markets, Institutions and Money,11,147–165。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Wang, J.(1994)。“A Model of Competitive Asset Trading Volume,”。Journal of Political Economy,102,127–168。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |