The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
The Price Variability-Volume Relationship on Speculative Markets
Abstract
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Citations
Cites
On the impossibility of informationally efficient markets
Stiglitz, J. E., & Grossman, S. J. (1980) · Columbia University · doi:10.7916/d8765r99 · Cited by 3,645
Cited by
The Relation Between Price Changes and Trading Volume: A Survey
Karpoff, J. M. (1987) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2330874 · Cited by 2,377
Forecasting Volatility in Financial Markets: A Review
Poon, S., & Granger, C. W. J. (2003) · Journal of Economic Literature · doi:10.1257/002205103765762743 · Cited by 1,315
Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility
ANDERSEN, T. G. (1996) · The Journal of Finance · doi:10.1111/j.1540-6261.1996.tb05206.x · Cited by 1,020
The econometrics of financial markets
Pagan, A. (1996) · Journal of Empirical Finance · doi:10.1016/0927-5398(95)00020-8 · Cited by 873
Mensi, W., Beljid, M., Boubaker, A., & Managi, S. (2013) · Economic Modelling · doi:10.1016/j.econmod.2013.01.023 · Cited by 555
Metadata
- Authors
- Tauchen, G. E., & Pitts, M.
- Venue
- Econometrica
- Publisher
- JSTOR
- Published
- 1983-03
- Volume
- 51
- Issue
- 2
- Pages
- 485
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W2110752212
- Cited by
- 1,450
- References
- 1
- FWCI
- 11.21
- Type
- journal article
- Language
- en
- Open access
- closed
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- Tauchen, G. E., & Pitts, M. (1983). The Price Variability-Volume Relationship on Speculative Markets. Econometrica. https://doi.org/10.2307/1912002
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
