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The Price Variability-Volume Relationship on Speculative Markets - MaRDI portal

The Price Variability-Volume Relationship on Speculative Markets (Q3959712)

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scientific article
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English
The Price Variability-Volume Relationship on Speculative Markets
scientific article

    Statements

    title
    The Price Variability-Volume Relationship on Speculative Markets (English)
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    DOI
    10.2307/1912002
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    author
    George Tauchen
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    Mark Pitts
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    published in
    Econometrica
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    publication date
    1983
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    Mathematics Subject Classification ID
    91B84
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    62P20
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    91B82
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    zbMATH DE Number
    3780905
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    zbMATH Keywords
    daily price change
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    daily volume of trading
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    speculative markets
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    joint probability distribution
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    futures market
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    estimation
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    OpenAlex ID
    W2110752212
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