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

[31] A Theory of Intraday Patterns: Volume and Price Variability
Admati, Anat R.
Pfleiderer, Paul
REVIEW OF FINANCIAL STUDIES, 1988, 1 (01): : 3 - 40
[32] MATHEMATICS OF SPECULATIVE PRICE
SAMUELSON, PA
SIAM REVIEW, 1973, 15 (01) : 1 - 42
[33] STOCHASTIC SPECULATIVE PRICE
SAMUELSON, PA
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1971, 68 (02) : 335 - +
[34] Price controls, hyperinflation, and the inflation–relative price variability relationship
Rodrigo Cerda
Alvaro Silva
Rolf Lüders
Empirical Economics, 2021, 61 : 1725 - 1748
[35] Input substitution and relative input price variability in timber markets
Zhou, Mo
CANADIAN JOURNAL OF FOREST RESEARCH, 2021, 51 (02) : 339 - 347
[36] THE EFFECT OF FUTURES MARKETS AND CORNERS ON STORAGE AND SPOT PRICE VARIABILITY
NETZ, JS
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1995, 77 (01) : 182 - 193
[37] MARGIN REQUIREMENTS IN FUTURES MARKETS - THEIR RELATIONSHIP TO PRICE VOLATILITY
FISHE, RPH
GOLDBERG, LG
GOSNELL, TF
SINHA, S
JOURNAL OF FUTURES MARKETS, 1990, 10 (05) : 541 - 554
[38] On measuring speculative and hedging activities in futures markets from volume and open interest data
Lucia, Julio J.
Pardo, Angel
APPLIED ECONOMICS, 2010, 42 (12) : 1549 - 1557
[39] Stochastic bidding of volume and price in constrained energy and reserve markets
Romero, Natalia
van der Linden, Koos
Morales-Espana, German
de Weerdt, Mathijs M.
ELECTRIC POWER SYSTEMS RESEARCH, 2021, 191
[40] THE DYNAMICS OF PRICE-VOLUME INFORMATION TRANSFER IN THE CRYPTOCURRENCY MARKETS
Zheng, Jinglan
Nie, Chun-xiao
ADVANCES IN COMPLEX SYSTEMS, 2020, 23 (05):

← 1 2 3 4 5 →