Theoretical and empirical study of relationship between volume and price behavior on the view of transaction frequency

zbMATH Open1150.91362MaRDI QIDQ3501481FDOQ3501481

Authors: Zhen-Ming Fang, Chunfeng Wang 

Publication date: 3 June 2008

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zbMATH Keywords

market informationprice behaviortrading frequency

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

Cited In (7)

• Empirical research on volume-price relationship based on GARCH models and BP neural networks
• Research on stock liquidity based on trade size, order imbalance in Shanghai A-share market
• Co-integration test of the stock price and information flow
• Dynamics of the price-volume information flow based on surrogate time series
• Title not available (Why is that?)
• Asset price and trade volume relation in artificial market impacted by value investors
• The impact of transaction duration, volume and direction on price dynamics and volatility

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