scientific article; zbMATH DE number 5307313
From MaRDI portal
Publication:3516631
Recommendations
- Asset price volatility and trading volume with rational beliefs
- Theoretical and empirical study of relationship between volume and price behavior on the view of transaction frequency
- Bounded price variation models with rational expectations and price risk
- A reaction-diffusion model for market fluctuations -- a relation between price change and traded volumes
- Volume-volatility dynamics in an intertemporal asset pricing model.
- Equilibrium pricing and trading volume under preference uncertainty
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models
- A multiplicative model for volume and volatility
Cited in
(6)- Empirical research on volume-price relationship based on GARCH models and BP neural networks
- Asset price and trade volume relation in artificial market impacted by value investors
- Investor structure and the price-volume relationship in a continuous double auction market: an agent-based modeling perspective
- Leveraging a call-put ratio as a trading signal
- Nonlinear analysis of financial systems: exploring the nonlinear impact of the trading volume on the price volatility
- Theoretical and empirical study of relationship between volume and price behavior on the view of transaction frequency
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3516631)
