THE RELATION BETWEEN PRICE CHANGES AND TRADING VOLUME - A SURVEY

被引：1092

作者：

KARPOFF, JM

机构：

来源：

关键词：

D O I：

10.2307/2330874

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：109 / 126

页数：18

共 72 条

[1]

ASQUITH P, 1984, CHANGES DIVIDED POLI

BAMBER, LS .

[3]

BAMBER LS, 1985, RELATIONSHIP Q EARNI

[4]

BANKS D, 1985, FINANCIAL REV, V20, P83

[5] INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENTS [J].

BEAVER, WH .

[6] DISTRIBUTION OF STOCK PRICE DIFFERENCES - GAUSSIAN AFTER ALL [J].

BRADA, J ;

ERNST, H ;

VANTASSE.J .

[7] FORMAL DYNAMIC-MODEL OF MARKET MAKING [J].

BRADFIELD, J .

[8]

Carpenter M. D., 1981, J PORTFOLIO MANAGE, V7, P60

[9]

CHRISTIE A, 1983, INFORMATION ARRIVAL

CLARK, PK .