The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis
- 1 March 1976
- journal article
- Published by JSTOR in Econometrica
- Vol. 44 (2) , 305
- https://doi.org/10.2307/1912726
Abstract
A theory of financial markets based on a two-parameter portfolio model is shown to imply stochastic dependence between transaction volume and the change in the ...Keywords
This publication has 0 references indexed in Scilit: