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(17)   

• Futures trading volume as a determinant of prices in different momentum phases
  Allan Hodgson and A. Mansur M. Masih and Rumi Masih International Review of Financial Analysis15(1):68--85(2006)
  to trading volume Futures by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• D-optimal design methods for robust estimation of multivariate location and scatter
  Wendy L. Poston and Edward J. Wegman and Jeffrey L. Solka Journal of Statistical Planning and Inference73(1-2):205--213Sep1998.
  to ellipsoid Minimum volume by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The factor structure of time-varying conditional volume
  Eric C. Chang and Joseph W. Cheng and J. Michael Pinegar Journal of Empirical Finance15(2):251--264Mar2008.
  to Time-varying conditional volume by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Goodness-of-fit analysis for multivariate normality based on generalized quantiles
  J. Beirlant and D. M. Mason and C. Vynckier Computational Statistics \& Data Analysis30(2):119--142Apr1999.
  to volume Minimum ellipsoids by smicha on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• Kernel ellipsoidal trimming
  A. N. Dolia and C. J. Harris and J. S. Shawe-Taylor and D. M. Titterington Computational Statistics \& Data Analysis52(1):309--324Sep2007.
  to volume covering ellipsoid Minimum by smicha and 1 other person on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• An empirical examination of information, differences of opinion, and trading activity
  Hendrik Bessembinder and Kalok Chan and Paul J. Seguin Journal of Financial Economics40(1):105--134Jan1996.
  to Volume by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Heterogeneous preferences and equilibrium trading volume
  Tony Berrada and Julien Hugonnier and Marcel Rindisbacher Journal of Financial Economics83(3):719--750Mar2007.
  to volume Trading by smicha on Apr 22, 2008, 3:17 PM
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• Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore
  Sie Ting Lau and Thomas H. McInish Journal of Banking \& Finance27(8):1411--1425Aug2003.
  to Volume by smicha on Apr 22, 2008, 1:53 PM
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• Intraday volume and volatility relations with and without public news
  Ali F. Darrat and Maosen Zhong and Louis T. W. Cheng Journal of Banking \& Finance31(9):2711--2729Sep2007.
  to Trading volume by smicha on Apr 22, 2008, 1:53 PM
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• A note on price-volume dynamics in an emerging stock market
  Erdem Basci and Süheyla Özyildirim and Kürsat Aydogan Journal of Banking \& Finance20(2):389--400Mar1996.
  to Trading volume by smicha on Apr 22, 2008, 1:53 PM
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• Generalized excluded volume and the diffusivity and viscosity of supercooled liquids and glasses over the entire fragility spectrum
  Kyunil Rah Physica A: Statistical Mechanics and its Applications378(2):167--182May2007.
  to volume Excluded by smicha on Apr 22, 2008, 10:36 AM
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• Statistical properties of trading volume depending on size
  Maria Pasquale and Roberto Ren`o Physica A: Statistical Mechanics and its Applications346(3-4):518--528Feb2005.
  to Volume by smicha on Apr 22, 2008, 10:36 AM
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• Cooperative length approach for granular media
  Emanuele Caglioti and Antonio Coniglio and Hans J. Herrmann and Vittorio Loreto and Mario Nicodemi Physica A: Statistical and Theoretical Physics265(1-2):311--318Mar1999.
  to volume Free by smicha on Apr 22, 2008, 10:36 AM
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• Exchange-rate volatility, exchange-rate regime, and trade volume: evidence from the UK-US export function (1889-1999)
  Kyriacos Aristotelous Economics Letters72(1):87--94Jul2001.
  to volume Trade by smicha on Apr 21, 2008, 10:09 PM
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• Time reversibility tests of volume-volatility dynamics for stock returns
  Wai Mun Fong Economics Letters81(1):39--45Oct2003.
  to and volume ARCH trading by smicha on Apr 21, 2008, 10:09 PM
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• Power law and evolutionary trends in stock markets
  P. V. (Sundar) Balakrishnan and James M. Miller and S. Gowri Shankar Economics Letters98(2):194--200Feb2008.
  to trading volume Stock by smicha on Apr 21, 2008, 10:09 PM
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• An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads
  G. S. Maddala and M. Nimalendran Journal of Econometrics68(1):229--242Jul1995.
  to Trading volume by smicha on Apr 21, 2008, 10:02 PM
  URL | BibTeX