THE RELATION BETWEEN PRICE CHANGES AND TRADING VOLUME - A SURVEY

[1] ASQUITH P, 1984, CHANGES DIVIDED POLI

[2] THE INFORMATION-CONTENT OF ANNUAL EARNINGS RELEASES - A TRADING VOLUME APPROACH [J]. JOURNAL OF ACCOUNTING RESEARCH, 1986, 24 (01) : 40 - 56

[3] BAMBER LS, 1985, RELATIONSHIP Q EARNI

[4] BANKS D, 1985, FINANCIAL REV, V20, P83

[5] INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENTS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 : 67 - 92

[6] DISTRIBUTION OF STOCK PRICE DIFFERENCES - GAUSSIAN AFTER ALL [J]. OPERATIONS RESEARCH, 1966, 14 (02) : 334 - &

[7] FORMAL DYNAMIC-MODEL OF MARKET MAKING [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1979, 14 (02) : 275 - 291

[8] Carpenter M. D., 1981, J PORTFOLIO MANAGE, V7, P60

[9] CHRISTIE A, 1983, INFORMATION ARRIVAL

[10] SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES [J]. ECONOMETRICA, 1973, 41 (01) : 135 - 155

[1] ASQUITH P, 1984, CHANGES DIVIDED POLI

[2] THE INFORMATION-CONTENT OF ANNUAL EARNINGS RELEASES - A TRADING VOLUME APPROACH [J]. JOURNAL OF ACCOUNTING RESEARCH, 1986, 24 (01) : 40 - 56

[3] BAMBER LS, 1985, RELATIONSHIP Q EARNI

[4] BANKS D, 1985, FINANCIAL REV, V20, P83

[5] INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENTS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 : 67 - 92

[6] DISTRIBUTION OF STOCK PRICE DIFFERENCES - GAUSSIAN AFTER ALL [J]. OPERATIONS RESEARCH, 1966, 14 (02) : 334 - &

[7] FORMAL DYNAMIC-MODEL OF MARKET MAKING [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1979, 14 (02) : 275 - 291

[8] Carpenter M. D., 1981, J PORTFOLIO MANAGE, V7, P60

[9] CHRISTIE A, 1983, INFORMATION ARRIVAL

[10] SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES [J]. ECONOMETRICA, 1973, 41 (01) : 135 - 155