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 |
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ERA Journal ID | 18188 |
Article Category | Letter |
Authors | |
Author | Watanabe, Taiji |
Journal Title | Atlantic Economic Journal |
Journal Citation | 32 (1), pp. 67-67 |
Number of Pages | 1 |
Year | 2004 |
ISSN | 0197-4254 |
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 |
ANZSRC Field of Research 2020 | 380304. Microeconomic theory |
380303. Mathematical economics | |
380107. Financial economics | |
Public Notes | Files associated with this item cannot be displayed due to copyright restrictions. |
Byline Affiliations | State University of New York, United States |
Institution of Origin | University of Southern Queensland |
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