volume are observed. However, by using the so-called call-put signal, based on call and put volumes, causality between … returns and volume is found supporting the hypothesis of sequential information arrival. In addition, it is discovered that … the increased volume in stock index options relative to index futures has significantly increased their importance in the …

volume which adds explanatory power to a price-based model of returns in a market where the actions of insiders can be … generally fail to incorporate fully information contained in trading volumes. However, the betting public fully discounts volume … sheds light on the variation in volume effects. …

This paper examines the effect of analysts' recommendations on stock return, volume and volatility. The study covers a …