1 . The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implication for the Mixture-of-Distributions Hypothesis
作者: Thomas W. Epps & Mary Lee Epps 年份:1976 期刊 Economitrica
2. 2, A Model of Asset Trading Under the Assumption of Sequential Information Arrival
作者: Thomas E. Copeland 年份:1976 期刊:The Journal of Finance
3. 3. THE RANDOM-WALK HYPOTHESIS OF STOCK MARKET BEHAVIOR
作者: MD Godfrey, CWJ Granger, O Morgenstern 年份:1964 期刊:Kyklos
4. 4. Return-Volume Dynamics in Futures Markets
作者:AE Kocagil, Y Shachmurove 年份:1998 期刊:Journal of Futures Markets
5. 5. The Relation between Price and Trading Volume: A study
作者:JM Karpoff 期刊:Journal of Financial and Quantitative Analysis 年份:1987
6. 6. The relation between price changes and trading volume: A survey
作者:J Karpoff 年份:1987 期刊:Journal of Financial and Quantitative Analysis