1. Admati, Anat, and Paul Pfleiderer. 1988. A theory of intraday patterns: volume and price variability. Review of Financial Studies 1: 3–40.
2. Al-Ajmi, J. 2017. Trading volume and volatility in the Boursa Kuwait. British Accounting Review 10: 0890–8389.
3. Alusubaie, A., and M. Najand. 2009. Trading volume, time-varying conditional volatility, and asymmetric volatility spillover in the Saudi stock market. Journal of Multinational Financial Management 19: 169–181.
4. Avramov, D., T. Chordia, and A. Goyal. 2006. The impact of trades on daily volatility. Review of Financial Studies 19: 1241–1277.
5. Babikir, A., R. Gupta, C. Mwabutwa, and E. Owusu-Sekyere. 2012. Structural breaks and GARCH models of stock return volatility: The case of South Africa. Economic Modeling 29: 2435–2443.