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A Further Examination Of Stock Price Changes And Transaction Volume

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  • Michael Smirlock
  • Laura Starks

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  • Michael Smirlock & Laura Starks, 1985. "A Further Examination Of Stock Price Changes And Transaction Volume," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(3), pages 217-226, September.
    • Handle: RePEc:bla:jfnres:v:8:y:1985:i:3:p:217-226
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1985.tb00404.x
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    References listed on IDEAS

    as
    1. Epps, Thomas W., 1977. "Security Price Changes and Transaction Volumes: Some Additional Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(1), pages 141-146, March.
    2. Morgan, I G, 1976. "Stock Prices and Heteroscedasticity," The Journal of Business, University of Chicago Press, vol. 49(4), pages 496-508, October.
    3. Morse, D, 1981. "Price And Trading Volume Reaction Surrounding Earnings Announcements - A Closer Examination," Journal of Accounting Research, Wiley Blackwell, vol. 19(2), pages 374-383.
    4. Epps, Thomas W, 1978. "Security Price Changes and Transaction Volumes: Reply," American Economic Review, American Economic Association, vol. 68(4), pages 698-700, September.
    5. Bradford Cornell, 1981. "The relationship between volume and price variability in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(3), pages 303-316, September.
    6. Tauchen, George E & Pitts, Mark, 1983. "The Price Variability-Volume Relationship on Speculative Markets," Econometrica, Econometric Society, vol. 51(2), pages 485-505, March.
    7. Hanna, Mark, 1978. "Security Price Changes and Transaction Volumes: Additional Evidence," American Economic Review, American Economic Association, vol. 68(4), pages 692-695, September.
    8. Epps, Thomas W & Epps, Mary Lee, 1976. "The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis," Econometrica, Econometric Society, vol. 44(2), pages 305-321, March.
    9. Ball, R & Brown, P, 1968. "Empirical Evaluation Of Accounting Income Numbers," Journal of Accounting Research, Wiley Blackwell, vol. 6(2), pages 159-178.
    10. Schneller, Meir I, 1978. "Security Price Changes and Transaction Volumes: Comment," American Economic Review, American Economic Association, vol. 68(4), pages 696-697, September.
    11. Clark, Peter K, 1973. "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," Econometrica, Econometric Society, vol. 41(1), pages 135-155, January.
    12. Epps, Thomas W, 1975. "Security Price Changes and Transaction Volumes: Theory and Evidence," American Economic Review, American Economic Association, vol. 65(4), pages 586-597, September.
    13. Rogalski, Richard J, 1978. "The Dependence of Prices and Volume," The Review of Economics and Statistics, MIT Press, vol. 60(2), pages 268-274, May.
    14. Pincus, M, 1983. "Information Characteristics Of Earnings Announcements And Stock-Market Behavior," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 155-183.
    15. Jennings, Robert H & Starks, Laura T & Fellingham, John C, 1981. "An Equilibrium Model of Asset Trading with Sequential Information Arrival," Journal of Finance, American Finance Association, vol. 36(1), pages 143-161, March.
    16. Keim, Donald B., 1983. "Size-related anomalies and stock return seasonality : Further empirical evidence," Journal of Financial Economics, Elsevier, vol. 12(1), pages 13-32, June.
    17. Copeland, Thomas E, 1976. "A Model of Asset Trading under the Assumption of Sequential Information Arrival," Journal of Finance, American Finance Association, vol. 31(4), pages 1149-1168, September.
    18. Jennings, R & Starks, L, 1985. "Information-Content And The Speed Of Stock-Price Adjustment," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 336-350.
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