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
[61]  
SCHNELLER MI, 1978, AM ECON REV, V68, P696
[62]   A FURTHER EXAMINATION OF STOCK-PRICE CHANGES AND TRANSACTION VOLUME [J].
SMIRLOCK, M ;
STARKS, L .
JOURNAL OF FINANCIAL RESEARCH, 1985, 8 (03) :217-225
[63]  
Starks L., 1984, T APPROACH TESTING I
[64]   THE PRICE VARIABILITY-VOLUME RELATIONSHIP ON SPECULATIVE MARKETS [J].
TAUCHEN, GE ;
PITTS, M .
ECONOMETRICA, 1983, 51 (02) :485-505
[65]   STABLE PARETIAN DISTRIBUTION, SUBORDINATED STOCHASTIC-PROCESSES, AND ASYMPTOTIC LOGNORMALITY - EMPIRICAL-INVESTIGATION [J].
UPTON, DE ;
SHANNON, DS .
JOURNAL OF FINANCE, 1979, 34 (04) :1031-1039
[66]  
Varian H, 1986, DIFFERENCES OPINION
[69]   INVESTOR BEHAVIOR AND INFORMATION [J].
WINSEN, JK .
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1976, 11 (01) :13-37
[70]  
WOOD RA, 1985, J FINANC, V60, P723