THE RELATION BETWEEN PRICE CHANGES AND TRADING VOLUME - A SURVEY

被引:1092
作者
KARPOFF, JM
机构
关键词
D O I
10.2307/2330874
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:109 / 126
页数:18
相关论文
共 72 条
[31]  
GRUNDY BD, 1985, TRADING VOLUME STOCK
[32]  
HANNA M, 1978, AM ECON REV, V68, P692
[34]   PRICE AND VOLUME EFFECTS ASSOCIATED WITH CHANGES IN THE STANDARD-AND-POOR-500 LIST - NEW EVIDENCE FOR THE EXISTENCE OF PRICE PRESSURES [J].
HARRIS, L ;
GUREL, E .
JOURNAL OF FINANCE, 1986, 41 (04) :815-829
[35]  
HARRIS L, 1983, JOINT DISTRIBUTION S
[36]  
HARRIS L, 1984, T DATA TESTS MIXTURE
[37]  
JAIN P, 1986, DEPENDENCE HOURLY PR
[38]   THE RELATION BETWEEN COMMON-STOCK RETURNS TRADING ACTIVITY AND MARKET VALUE [J].
JAMES, C ;
EDMISTER, RO .
JOURNAL OF FINANCE, 1983, 38 (04) :1075-1086
[39]   AN EQUILIBRIUM-MODEL OF ASSET TRADING WITH SEQUENTIAL INFORMATION ARRIVAL [J].
JENNINGS, RH ;
STARKS, LT ;
FELLINGHAM, JC .
JOURNAL OF FINANCE, 1981, 36 (01) :143-161
[40]   INFORMATION DISSEMINATION AND PORTFOLIO CHOICE [J].
JENNINGS, RH ;
BARRY, CB .
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1983, 18 (01) :1-19