1 题目:The stochastic dependence of security price changes and transaction volumes: Implications for the mixture-of-distributions hypothesis
  作者:TW Epps and ML Epps
  时间:1976
  数据库:JSTOR
  期刊:Economitrica
2 题目:The Relationship  Between Volume  and  Price Variability  in  Futures Markets
   作者:CORNELL, B
   时间:1981
   期刊:Journal of Futures Markets
感谢各位大虾!!!