Volume (papers)

Equity
 * Chen, Z., Ibbotson, R. and Hu, W. Liquidity as an Investment Style (2010). SSRN
 * Lo, A. and Wang, J. Stock Market Trading Volume (2009). SSRN
 * Brown, J., Crocker, D. and Foerster, S. Trading Volume Liquidity and Investment Styles (2007). SSRN
 * Sun, W. Relationship between Trading Volume and Security Prices and Returns (2003). Link
 * Chordia, T. and Subrahmanyam, A. and Anshuman, R. Trading Activity and Expected Stock Returns (2000). SSRN
 * Chordia, T. and Swaminathan, B. Trading Volume and Cross-Autocorrelations in Stock Returns (1999). SSRN Link
 * Gallant, R., Rossi, P. and Tauchen, G. Stock Prices and Volume (1992). Link