1. The cross-section of volatility and expected returns;Andrew Ang;Journal of Finance,2006
2. Short interest, institutional ownership, and stock returns;Asquith;Journal of Financial Economics,2005
3. Idiosyncratic volatility and the cross-section of expected returns;Turan G Bali;Journal of Finance and Quantitative Analysis,2007
4. Unexpected earnings, firm size, and trading volume around quarterly earnings announcements;Linda Bamber;The Accounting Review,1987
5. Trading volume and different aspects of disagreement coincident with earnings announcements;Linda Bamber;The Accounting Review,1997