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The Dependence of Prices and Volume

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  • Rogalski, Richard J

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  • 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.
  • Handle: RePEc:tpr:restat:v:60:y:1978:i:2:p:268-74
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    References listed on IDEAS

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    1. Rosen, Sherwin, 2007. "Studies in Labor Markets," National Bureau of Economic Research Books, University of Chicago Press, number 9780226726304.
    2. Sheila Krein & Andrea Beller, 1988. "Educational attainment of children from single-parent families: Differences by exposure, gender, and race," Demography, Springer;Population Association of America (PAA), vol. 25(2), pages 221-234, May.
    3. Datcher-Loury, Linda, 1988. "Effects of Mother's Home Time on Children's Schooling," The Review of Economics and Statistics, MIT Press, pages 367-373.
    4. Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 38(2), pages 112-134.
    5. Sonalde Desai & P. Chase-Lansdale & Robert Michael, 1989. "Mother or Market? Effects of Maternal Employment on the Intellectual Ability of 4-Year-Old Children," Demography, Springer;Population Association of America (PAA), vol. 26(4), pages 545-561, November.
    6. Belton Fleisher, 1977. "Mother’s home time and the production of child quality," Demography, Springer;Population Association of America (PAA), vol. 14(2), pages 197-212, May.
    7. Stafford, Frank P, 1987. "Women's Work, Sibling Competition, and Children's School Performance," American Economic Review, American Economic Association, pages 972-980.
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    Citations

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    Cited by:

    1. Juan Gabriel Brida & W. Adrian Risso, 2009. "Dynamic and Structure of the Italian stock market based on returns and volume trading," Economics Bulletin, AccessEcon, vol. 29(3), pages 2417-2423.
    2. Brida, Juan Gabriel & Matesanz, David & Seijas, Maria Nela, 2016. "Network analysis of returns and volume trading in stock markets: The Euro Stoxx case," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 751-764.
    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.
    4. Chen, Gong-meng & Firth, Michael & Rui, Oliver M, 2001. "The Dynamic Relation between Stock Returns, Trading Volume, and Volatility," The Financial Review, Eastern Finance Association, vol. 36(3), pages 153-173, August.
    5. Liu, Xinghua & Liu, Xin & Liang, Xiaobei, 2015. "Information-driven trade and price–volume relationship in artificial stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 430(C), pages 73-80.
    6. Ming-Hsien Chen & Vivian Tai, 2014. "The price discovery of day trading activities in futures market," Review of Derivatives Research, Springer, pages 217-239.
    7. Chiang, Thomas C. & Chen, Xiaoyu, 2016. "Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 107-120.
    8. Rashid, Abdul, 2007. "Stock prices and trading volume: An assessment for linear and nonlinear Granger causality," Journal of Asian Economics, Elsevier, pages 595-612.
    9. Coletti, Paolo, 2016. "Comparing minimum spanning trees of the Italian stock market using returns and volumes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 246-261.
    10. Wei-Xing Zhou, 2007. "Universal price impact functions of individual trades in an order-driven market," Papers 0708.3198, arXiv.org, revised Apr 2008.
    11. Peter Buhlmann, 1998. "Extreme events from the return-volume process: a discretization approach for complexity reduction," Applied Financial Economics, Taylor & Francis Journals, pages 267-278.
    12. Lokman Gündüz & Abdulnasser Hatemi-J, 2005. "Stock Price and Volume Relation in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(1), pages 29-44, January.
    13. Xiangmei Fan & Yanrui Wu & Nicolaas Groenewold, 2003. "The Stock Return-volume Relation and Policy Effects: The Case of the Chinese Energy Sector," Economics Discussion / Working Papers 03-15, The University of Western Australia, Department of Economics.
    14. Lokman Gündüz & Abdulnasser Hatemi-J, 2005. "Stock Price and Volume Relation in Emerging Markets," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 41(1), pages 29-44, January.
    15. Manahov, Viktor & Hudson, Robert & Linsley, Philip, 2014. "New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 299-316.
    16. Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011. "Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange," MPRA Paper 41602, University Library of Munich, Germany, revised 20 Mar 2011.
    17. repec:rss:jnljef:v3i3p5 is not listed on IDEAS
    18. Saatcioglu, Kemal & Starks, Laura T., 1998. "The stock price-volume relationship in emerging stock markets: the case of Latin America," International Journal of Forecasting, Elsevier, vol. 14(2), pages 215-225, June.
    19. 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;Japanese Association of Financial Economics and Engineering, pages 277-297.
    20. Gao-Feng Gu & Xiong Xiong & Yong-Jie Zhang & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2014. "Stylized facts of price gaps in limit order books: Evidence from Chinese stocks," Papers 1405.1247, arXiv.org.
    21. Henryk Gurgul & Roland Mestel & Robert Syrek, 2008. "Polish stock market and some foreign markets – dependence analysis by copulas," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 17-35.
    22. Brida, Juan Gabriel & Risso, Wiston Adrián, 2008. "Multidimensional minimal spanning tree: The Dow Jones case," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5205-5210.
    23. McCullough, B. D., 1997. "An analysis of stock market transactions data," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 887-903.
    24. Moosa, Imad A. & Al-Loughani, Nabeel E., 1995. "Testing the price-volume relation in emerging Asian stock markets," Journal of Asian Economics, Elsevier, pages 407-422.
    25. 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.

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