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
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.
| 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 |
| Subjects: | UNSPECIFIED |
| Socio-Economic Objective (SEO2008): | E Expanding Knowledge > 97 Expanding Knowledge > 970114 Expanding Knowledge in Economics |
| ID Code: | 20831 |
| Deposited By: | |
| Deposited On: | 21 Feb 2012 11:36 |
| Last Modified: | 08 Mar 2012 12:42 |
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