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Why Does Share Turnover Vary Across the World?

https://doi.org/10.2139/ssrn.5332402
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Chapter 18 A survey of behavioral finance
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Risk Aversion, Market Liquidity, and Price Efficiency
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Stock Prices and Volume
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Differences of Opinion Make a Horse Race
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Volume, Volatility, and the Dispersion of Beliefs
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Transactions, Volume, and Volatility
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Differential Information and Dynamic Behavior of Stock Trading Volume
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The Whack-a-Mole Game: Tobin Taxes and Trading Frenzy
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Extrapolative Bubbles and Trading Volume
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The Effect of Stock Liquidity on the Firm's Investment and Production
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Echo Chambers
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Consumption and Portfolio Choice over the Life Cycle
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Investor Overconfidence and Trading Volume
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The Cross-Section of Expected Trading Activity
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A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
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Differences of Opinion and the Cross Section of Stock Returns
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Stock Market Liquidity and the Business Cycle
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Risk, Ambiguity, and the Savage Axioms
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Trading Volume and Serial Correlation in Stock Returns
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Automatic Lag Selection in Covariance Matrix Estimation
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The Relation Between Price Changes and Trading Volume: A Survey
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Trading Volume and Price Reactions to Public Announcements
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Hypothesis Testing with Efficient Method of Moments Estimation
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Blockholder Ownership and Market Liquidity
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Does Insider Trading Really Move Stock Prices?
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Corruption and Growth
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Investor Disagreement, Disclosure Processing Costs, and Trading Volume Evidence from Social Media
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Liquidity and Stock Returns
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The Disposition Effect and Momentum
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Behavioral Decision Making in Normative and Descriptive Views: A Critical Review of Literature
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