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The Dependence of Prices and Volume

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Author Info
Rogalski, Richard J
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Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 60 (1978)
Issue (Month): 2 (May)
Pages: 268-74
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Handle: RePEc:tpr:restat:v:60:y:1978:i:2:p:268-74

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  1. Anirut Pisedtasalasai & Abeyratna Gunasekarage, 2007. "Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia," Asia-Pacific Financial Markets, Springer, vol. 14(4), pages 277-297, December. [Downloadable!] (restricted)
  2. Wei-Xing Zhou, 2007. "Universal price impact functions of individual trades in an order-driven market," Quantitative Finance Papers 0708.3198, arXiv.org, revised Apr 2008. [Downloadable!]
  3. Shing-yang Hu, 1997. "Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange," Finance 9702001, EconWPA. [Downloadable!]
  4. Enrico Zaninotto, 1997. "Comitati volontari e standard de-iure," Quaderni DISA 003, Department of Computer and Management Sciences, University of Trento, Italy.
  5. Alessandro Beber, 1999. "Il dibattito su dignità ed efficacia dell'analisi tecnica nell'economia finanziaria," Alea Tech Reports 003, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]
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