THE PRICE VARIABILITY-VOLUME RELATIONSHIP ON SPECULATIVE MARKETS

被引：657

作者：

TAUCHEN, GE ^{[1
]}

PITTS, M ^{[1
]}

机构：

[1] SALOMON BROTHERS INC, NEW YORK, NY USA

来源：

ECONOMETRICA | 1983年 / 51卷 / 02期

关键词：

D O I：

10.2307/1912002

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：485 / 505

页数：21

共 50 条

[1] THE RELATIONSHIP BETWEEN VOLUME AND PRICE VARIABILITY IN FUTURES MARKETS
CORNELL, B
JOURNAL OF FUTURES MARKETS, 1981, 1 (03) : 303 - 316
[2] A GARCH EXAMINATION OF THE RELATIONSHIP BETWEEN VOLUME AND PRICE VARIABILITY IN FUTURES MARKETS
NAJAND, M
YUNG, K
JOURNAL OF FUTURES MARKETS, 1991, 11 (05) : 613 - 621
[3] PRICE MOVEMENTS IN SPECULATIVE MARKETS
ALEXANDER, SS
IMR-INDUSTRIAL MANAGEMENT REVIEW, 1964, 5 (02): : 25 - 46
[4] VOLUME AND EFFICIENCY OF SPECULATIVE MARKETS
ABRAHAMSON, AA
EMERY, JT
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1975, 10 (04) : 535 - 535
[5] Speculative markets and the effectiveness of price limits
Westerhoff, F
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2003, 28 (03): : 493 - 508
[6] Commodity markets, price limiters and speculative price dynamics
He, XZ
Westerhoff, FH
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2005, 29 (09): : 1577 - 1596
[7] On the price-volume relationship in crude oil futures markets
Wang, Yu-Shan
Chen, Yi-Cheng
INTERNATIONAL JOURNAL OF GREEN ENERGY, 2016, 13 (13) : 1293 - 1297
[8] SPECULATIVE INTENSITY AND SPOT AND FUTURES PRICE VARIABILITY
DRISKILL, R
MCCAFFERTY, S
SHEFFRIN, SM
ECONOMIC INQUIRY, 1991, 29 (04) : 737 - 751
[9] Stock price synchronicities and speculative trading in emerging markets
Hsin, Chin-Wen
Tseng, Po-Wen
JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT, 2012, 22 (03) : 82 - 109
[10] The mixture of distributions hypotheses: The price volume relationship in Australian futures markets
Hall, AD
RESEARCH IN FINANCE, SUPPLEMENT 2, 1996, 1996, (SUPPL): : 261 - 280

← 1 2 3 4 5 →