Watanabe, Taiji (2004) An application of auction theories to price-trading volume correlations. Atlantic Economic Journal, 32 (1). p. 67.
Official URL: http://www.springerlink.com/content/gj519w46h555n5...
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.
|
Statistics for this ePrint Item |
| Item Type: | Article (Commonwealth Reporting Category C) |
|---|---|
| Refereed: | Yes |
| Item Status: | Live Archive |
| Additional Information: | Author's version not available. |
| Faculty / Department / School: | Historic - Faculty of Business - Department of Economics and Resource Management |
| Date Deposited: | 21 Feb 2012 01:36 |
| Last Modified: | 03 Jul 2013 01:04 |
| Fields of Research : | 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: | E Expanding Knowledge > 97 Expanding Knowledge > 970114 Expanding Knowledge in Economics |
| Identification Number or DOI: | doi: 10.1007/BF02298620 |
| URI: | http://eprints.usq.edu.au/id/eprint/20831 |
Actions (login required)
 |
Archive Repository Staff Only |