This paper explores the relationship between information-rich trading volume against stock price movement. Block and foreign trades represent transactions with high context of private information and stock price change and volatility represent stock price movement. This study employs both uni and bi-directional models between foreign trading volume and price movement. Besides, the study also explores the effect of buying-and selling-pressure of block trading on price movement which is broken down into three components, i.e. total, temporary, and permanent price movements. To some extent, this study support the existence of information of foreign and block trading. However, the returns-volume relationship were found to be somewhat diverse. This may be interpreted in terms of the quality of information, the type of information, the asymmetric condition of information, and the types of trading pressures.