- Jalal, Alsiaad and Mostafa Jalal. (1990). Introduction to statistical Sampling Methods. Jeddah: Misbah Library, pp 110-121
- Abdullah, Alsubaiea and Najandb Mohammad. (2009). “Trading Volume, Time-varying Conditional Volatility, and a Symmetric Volatility Spill Over in the Saudi Stock Market” Journal of Multinational Financial Management, 19, 139–159.
- Alzahrani A., Ahmed and Gregoriou Andros. (2010). What Happens Around Earning Announcements? An Investigation of Information Asymmetry and Trading Activity in the Saudi Market Economics and Finance. Working Paper Series, Department of Economics and Finance, Brunel University, West London.
- Benjamin, Ayers; Li Zhen and Yeung Eric. (2011). “Investor Trading and the Post-earnings Announcement Drift”, The Accounting Review, 86, 385-416.
- Barclay, M. J. and J. B. Warner. (1993). “Stealth Trading and Volatility: Which Trades Move Prices?”, Journal of Financial Economics, 34, 281-305.
- Brown, A. Philip and Others. (2002). “The Influence of Cultural Factors on Price Clustering: Evidence from Asia–Pacific Stock Markets”, Pacific-Basin Finance Journal, 10, 307– 332.
- Burks Jeffrey. (2011). “Are Investors Confused by Restatements After Sarbanes-Oxley?”, The Accounting Review, Sarasota, 86, 507-539.
- Caginalp, G. and B. Ilieva. (2008). “The Dynamics of Trader Motivations in Asset Bubbles” Journal of Economic Behavior & Organization, 66, 641–656.
- Carcano, G.; P. Falbo and S. Stefani. (2005). “Speculative Trading in Mean Reverting Markets” European Journal of Operational Research, 163, 132–144.
- Kent, Daniel; Hirsh Leiferc David and Teoh Siew. (2002). “Investor Psychology in Capital Markets: Evidence and Policy Implications”, Journal of Monetary Economics, 49, 139–209.
- Ghassan, Dibeh. (2005). Speculative Dynamics in a Time-delay Model of Asset Prices. Physical A355 , 199–208
- Easley, D. and M. O'Hara. (1987). “Price, Trade Size, and Information in Securities Markets”, Journal of Financial Economics, 19, 69-90.
- Mun, Fong Wai. (2009). “Speculative Trading and Stock Returns: A Stochastic Dominance Analysis of the Chinese Share Market”, Journal of International Financial, 19, 712-727.
- Hales Jeffrey. (2009). “Are Investors Really Willing to Agree to Disagree? An Experimental Investigation of How Disagreement and Attention to Disagreement Affect Trading Behavior”, Organizational Behavior and Human Decision Processes, 108, 230–241.
- Peter, Heemeijer and Others. (2009). “Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation”, Journal of Economic Dynamics & Control, 33 1052–1072.
- Kaustia, Markku and Sami Torstila. (2011). Stock Market Aversion? Political Preferences and Stock Market Participation”, Journal of Financial Economics, 100, 98-112.
- Lee, Y.; X. Jiang and C. Indro. (2002). “Stock Market Volatility, Excess Returns, and the Role of Investor Sentiment”, Journal of Banking & Finance, 26, 2277–2299.
- Lee, Y. and Others. (1999). “Trading Patterns of Big Versus Small Players in an Emerging Market: An Empirical Analysis”, Journal of Banking & Finance, 23, 701-725.
- Kumar, Narayan Paresh. (2011). “Share Price Clustering in MEXICO”, International Review of Financial Analysis, 20, 113-119.
- Mark, Nelson, and Others. (2001). “The Effect of Information Strength and Weight on Behavior in Financial Markets”, Organizational Behavior and Human Decision Processes, 86, 168–196.
- Lilian, N. G. and Wu Fei. (2007). The Trading Behavior of Institutions and Individuals in Chinese Equity Markets”, Journal of Banking & Finance, 31, 2695–2710.
- Norusis, J. Marija. (2003). SPSS 12 Statistical Procedures Companion. Prentice Hall, 143-147.
- Odean, T. (1998). “Are Investors Reluctant to Realize Their Loses?”, Journal of Finance, 53, 1775–1798.
- Vitale, Paolo. (2000). “Speculative Noise Trading and Manipulation in the Foreign Exchange Market”, Journal of International Money and Finance, 19, 689-712.
- Sirri, E. R. and P. Tufano. (1998). “Costly Search and Mutual Fund Flows”, Journal of Finance, 53, 1589–1622.