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The High Volume Return Premium.. (1999). Kaniel, Ron ; Gervais, Simon ; Mingelgrin, D..
In: Rodney L. White Center for Financial Research Working Papers.
RePEc:fth:pennfi:1-99.

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  1. Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?. (2011). Hirshleifer, David ; Ben-David, Itzhak.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-13.

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  2. The investor recognition hypothesis: the New Zealand case. (2010). Chai, Daniel ; Choi, Daniel .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:20:y:2010:i:11:p:891-898.

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  3. Institutional and Individual Sentiment: Smart Money and Noise Trader Risk. (2006). Schmeling, Maik.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-337.

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  4. Momentum and Turnover: Evidence from the German Stock Market. (2002). Weber, Martin ; Glaser, Markus .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3353.

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  5. The effect of net positions by type of trader on volatility in foreign currency futures markets. (2001). Wang, Changyun.
    In: MPRA Paper.
    RePEc:pra:mprapa:36428.

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References

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  48. POST-ANNOUNCEMENT DRIFTS ASSOCIATED WITH DIVIDEND CHANGES. (1996). Bae, Gil S..
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