An application of auction theories to price-trading volume correlations

Letter

Watanabe, Taiji. 2004. "An application of auction theories to price-trading volume correlations ." Atlantic Economic Journal. 32 (1), pp. 67-67. https://doi.org/10.1007/BF02298620
Article Title

An application of auction theories to price-trading volume correlations

ERA Journal ID18188
Article CategoryLetter
Authors
AuthorWatanabe, Taiji
Journal TitleAtlantic Economic Journal
Journal Citation32 (1), pp. 67-67
Number of Pages1
Year2004
ISSN0197-4254
1573-9678
Digital Object Identifier (DOI)https://doi.org/10.1007/BF02298620
Web Address (URL)http://www.springerlink.com/content/gj519w46h555n526/
Abstract

Studies on correlations between price and trading volume changes brought some evidence that identified whether price movements are effected by increases in trading volumes. Most empirical studies have a framework under a rational expectations hypothesis and assumed asymmetric information among traders. An explanation under a more general theoretical
frameworks is proposed with auction theories.

ANZSRC Field of Research 2020380304. Microeconomic theory
380303. Mathematical economics
380107. Financial economics
Public Notes

Files associated with this item cannot be displayed due to copyright restrictions.

Byline AffiliationsState University of New York, United States
Institution of OriginUniversity of Southern Queensland
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