Watanabe, Taiji (2004) An application of auction theories to price-trading volume correlations. Atlantic Economic Journal, 32 (1). p. 67.
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Official URL: http://www.springerlink.com/content/gj519w46h555n526/
Identification Number or DOI: doi: 10.1007/BF02298620
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.
|Item Type:||Article (Commonwealth Reporting Category C)|
|Additional Information:||Author's version not available.|
|Fields of Research (FOR2008):||14 Economics > 1401 Economic Theory > 140104 Microeconomic Theory|
14 Economics > 1401 Economic Theory > 140103 Mathematical Economics
14 Economics > 1402 Applied Economics > 140207 Financial Economics
|Socio-Economic Objective (SEO2008):||E Expanding Knowledge > 97 Expanding Knowledge > 970114 Expanding Knowledge in Economics|
|Deposited On:||21 Feb 2012 11:36|
|Last Modified:||08 Mar 2012 12:42|
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