THE PRICE VARIABILITY-VOLUME RELATIONSHIP ON SPECULATIVE MARKETS

[1] ANALYSIS OF COVARIANCE WITH QUALITATIVE DATA [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 225 - 238

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

[3] THE RELATIONSHIP BETWEEN VOLUME AND PRICE VARIABILITY IN FUTURES MARKETS [J]. JOURNAL OF FUTURES MARKETS, 1981, 1 (03) : 303 - 316

[4] Davis PJ., 1975, METHODS NUMERICAL IN

[5] INFORMATION AGGREGATION IN A NOISY RATIONAL-EXPECTATIONS ECONOMY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (03) : 221 - 235

[6] STOCHASTIC DEPENDENCE OF SECURITY PRICE CHANGES AND TRANSACTION VOLUMES - IMPLICATIONS FOR MIXTURE OF DISTRIBUTIONS HYPOTHESIS [J]. ECONOMETRICA, 1976, 44 (02) : 305 - 321

[7] GROSSMAN SJ, 1980, AM ECON REV, V70, P393

[8] HOBSON RB, 1978, FUTURES TRADING FINA

[9] THE TREASURY-BILL FUTURES MARKET [J]. JOURNAL OF POLITICAL ECONOMY, 1980, 88 (04) : 699 - 721

[10] JAFFE NL, 1979, SURVEY INTEREST RATE

[1] ANALYSIS OF COVARIANCE WITH QUALITATIVE DATA [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 225 - 238

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

[3] THE RELATIONSHIP BETWEEN VOLUME AND PRICE VARIABILITY IN FUTURES MARKETS [J]. JOURNAL OF FUTURES MARKETS, 1981, 1 (03) : 303 - 316

[4] Davis PJ., 1975, METHODS NUMERICAL IN

[5] INFORMATION AGGREGATION IN A NOISY RATIONAL-EXPECTATIONS ECONOMY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (03) : 221 - 235

[6] STOCHASTIC DEPENDENCE OF SECURITY PRICE CHANGES AND TRANSACTION VOLUMES - IMPLICATIONS FOR MIXTURE OF DISTRIBUTIONS HYPOTHESIS [J]. ECONOMETRICA, 1976, 44 (02) : 305 - 321

[7] GROSSMAN SJ, 1980, AM ECON REV, V70, P393

[8] HOBSON RB, 1978, FUTURES TRADING FINA

[9] THE TREASURY-BILL FUTURES MARKET [J]. JOURNAL OF POLITICAL ECONOMY, 1980, 88 (04) : 699 - 721

[10] JAFFE NL, 1979, SURVEY INTEREST RATE