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
Permalink -

https://research.usq.edu.au/item/q130y/an-application-of-auction-theories-to-price-trading-volume-correlations

Log in to edit
  • 1805
    total views
  • 8
    total downloads
  • 0
    views this month
  • 0
    downloads this month

Export as

Related outputs

Beyond criticism of ethics review boards: strategies for engaging research communities and enhancing ethical review processes
Hickey, Andrew, Davis, Samantha, Farmer, Will, Dawidowicz, Julianna, Moloney, Clint, Lamont-Mills, Andrea, Carniel, Jess, Pillay, Yosheen, Akenson, David, Bromdal, Annette, Gehrmann, Richard, Mills, Dean, Kolbe-Alexander, Tracy, Machin, Tanya, Reich, Suzanne, Southey, Kim, Crowley-Cyr, Lynda, Watanabe, Taiji, Davenport, Josh, ..., Maxwell, Jacinta. 2021. "Beyond criticism of ethics review boards: strategies for engaging research communities and enhancing ethical review processes." Journal of Academic Ethics. 20, pp. 549-567. https://doi.org/10.1007/s10805-021-09430-4
Modeling a futures market under the General Equilibrium Model
Watanabe, Taiji. 2001. "Modeling a futures market under the General Equilibrium Model." 2001 Allied Social Sciences Association Meetings. New Orleans, United States of America 05 - 07 Jan 2001
Optimal hedging position
Watanabe, Taiji. 2000. "Optimal hedging position." 2000 Annual Asia-Pacific Futures Research Symposium. Hong Kong, China Feb 2000
Hedging behavior and speculative position
Watanabe, Taiji. 2000. "Hedging behavior and speculative position." 2000 Pacific Basin Finance Meeting. Bangkok, Thailand Jun 2000
The generalized futures market model
Watanabe, Taiji. 2000. "The generalized futures market model." 2000 Allied Social Sciences Assoication meetings (AARES 2000). Boston, Massachusetts, USA Jan 2000
An empirical analysis of volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets
Dhillon, U. S., Lasser, D. J. and Watanabe, T.. 1995. "An empirical analysis of volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets." Western Finance Association Meetings (1995). Jackson Hole, United States Jun 1995
Volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets
Dhillion, U., Lasser, D. and Watanabe, T.. 1995. "Volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets." Financial Management Association Meetings (1995). Chicago, United States Oct 1995
Welfare effect of futures market
Watanabe, Taiji. 1996. "Welfare effect of futures market." 1996 Northern Financial Association Meetings. Quebec, Canada Sep 1996
Hedging and speculation dichotomy
Watanabe, Taiji. 1998. "Hedging and speculation dichotomy." 1998 Eastern Economic Association Meetings. New York, New York, USA Feb 1998
Modeling of optimal hedging
Watanabe, Taiji. 1998. "Modeling of optimal hedging." 1998 Southern Economic Association Meetings. Baltimore, Maryland, USA Nov 1998
Back to the futures: a generalized futures market model
Watanabe, Taiji. 1999. "Back to the futures: a generalized futures market model." 1999 Allied Social Sciences Association Conference. New York, New York, United States of America Jan 1999
A theory of price bias
Watanabe, Taiji. 1999. "A theory of price bias." 1999 INFORMS Meetings. Cincinnati, United States of America May 1999
Why do restaurants serve lunch cheaper than dinner?
Watanabe, Taiji. 2015. "Why do restaurants serve lunch cheaper than dinner?" Journal of Revenue and Pricing Management. 14 (4), pp. 293-295. https://doi.org/10.1057/rpm.2015.25
Volatility, information, and double auction versus walrasian auction pricing in US and Japanese futures markets
Dhillon, Upinder S., Lasser, Dennis J. and Watanabe, Taiji. 1997. "Volatility, information, and double auction versus walrasian auction pricing in US and Japanese futures markets." Journal of Banking and Finance. 21 (7), pp. 1045-1061.
Corporate finance: the essentials, Asia-Pacific edition
Besley, Scott, Bringham, Eugene F., Henry, Darren and Watanabe, Taiji. 2013. Corporate finance: the essentials, Asia-Pacific edition. Melbourne, Australia. Cengage Learning Australia.
A note on CAPM betas under the carbon tax regime
Watanabe, Taiji. 2012. "A note on CAPM betas under the carbon tax regime." Atlantic Economic Journal. 40 (2), pp. 213-214. https://doi.org/10.1007/s11293-012-9304-8
Judicial integrity and dissenting court opinion
Watanabe, Taiji. 2010. "Judicial integrity and dissenting court opinion." Pandora's Box. 1 (2010), pp. 17-20.
Crack opening behavior in aluminum alloy 5083
Islam, Md Mainul and Watanabe, Taiji. 2003. "Crack opening behavior in aluminum alloy 5083." Journal of Mechanical Engineering, Institution of Engineers, Bangladesh. ME 32, pp. 26-35.
Neutrality of a dividend imputation system under the Modigliani-Miller proposition
Watanabe, Taiji. 2009. "Neutrality of a dividend imputation system under the Modigliani-Miller proposition." Atlantic Economic Journal. 37 (3), pp. 321-322. https://doi.org/10.1007/s11293-009-9178-6
Cahiers de droit fiscal international by International Fiscal Association
Watanabe, Taiji. 2005. "Cahiers de droit fiscal international by International Fiscal Association." International Trade and Business Law Review.
International trade and economic law and the European Union by Sara Dillon
Watanabe, Taiji. 2005. "International trade and economic law and the European Union by Sara Dillon ." International Trade and Business Law Review.
Economics of crimes by Hiroya Akiba
Watanabe, Taiji. 1994. "Economics of crimes by Hiroya Akiba ." Economics Seminar.