Watanabe, Taiji (2004) An application of auction theories to price-trading volume correlations. Atlantic Economic Journal, 32 (1). p. 67.
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.|
|Depositing User:||Dr Taiji Watanabe|
|Date Deposited:||21 Feb 2012 01:36|
|Last Modified:||03 Jul 2013 01:04|
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