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The Price-Volume Relationship In The Chilean Stock Market
16 references·0 citing·42 second hop
The Price-Volume Relationship In The Chilean Stock Market (2011)The Price-Volume Relationship In The Chil…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Investigating Causal Relation…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Investigating Causal Relation…The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility (2001)The Dynamic Relation Between …Volatility in Emerging Stock Markets (1999)Volatility in Emerging Stock …Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Testing for Linear and Nonlin…The Dependence between Hourly Prices and Trading Volume (1988)The Dependence between Hourly…An empirical analysis of the stock price-volume relationship (1988)An empirical analysis of the …The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…An Investigation of Transactions Data for NYSE Stocks (1985)An Investigation of Transacti…The Dependence of Prices and Volume (1978)The Dependence of Prices and …The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models (1977)The Distribution of Common St…The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis (1976)The Stochastic Dependence of …A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL* (1976)A MODEL OF ASSET TRADING UNDE…A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Subordinated Stochastic Pro…The Volume of Transactions and Price Changes on the New York Stock Exchange (1970)The Volume of Transactions an…Stock Market Prices and Volumes of Sales (1966)Stock Market Prices and Volum…The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)A Theory of Trading Volume (1986)Market reaction to anticipated announcements (1991)Evidence on the speed of convergence to market efficiency (2005)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application (1987)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)The variation of certain speculative prices (1997)Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? (2004)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market Liquidity and Trading Activity (2001)A new statistic and practical guidelines for nonparametric Granger causality testing (2006)Causal Ordering and Identifiability (1977)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Testing for Granger non-causality in heterogeneous panels (2012)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models (1993)Time and the Price Impact of a Trade (2000)Optimal trading strategy and supply/demand dynamics (2012)The Information Content of Annual Earnings Announcements (1968)Differences of Opinion Make a Horse Race (1993)Market liquidity and volume around earnings announcements (1994)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)The Analysis of Economic Time-Series-Part I: Prices (1953)An Intertemporal Capital Asset Pricing Model (1973)Option pricing when underlying stock returns are discontinuous (1976)Autoregressive conditional heteroskedasticity and changes in regime (1994)Time‐Varying World Market Integration (1995)Stock Market Openings: Experience of Emerging Economies (2000)Dating the integration of world equity markets (2002)Research in emerging markets finance: looking to the future (2002)Nobel Lecture: Monetary Neutrality (1996)Education and Nonmarket Outcomes (2005)Housing IS the Business Cycle (2007)Stock Market Structure and Volatility (1990)Predicting stock market volatility: A new measure (1995)Trade Size and Components of the Bid-Ask Spread (1995)
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References

  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
  • 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
  • 1976The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis931 cited
  • 1999Volatility in Emerging Stock Markets735 cited
  • 2008Investigating Causal Relations by Econometric Models and Cross-Spectral Methods728 cited
  • 1988The Dependence between Hourly Prices and Trading Volume671 cited
  • 1976A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*608 cited
  • 1985An Investigation of Transactions Data for NYSE Stocks554 cited
  • 2001The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility341 cited
  • 1966Stock Market Prices and Volumes of Sales266 cited
  • 1988An empirical analysis of the stock price-volume relationship181 cited
  • 1978The Dependence of Prices and Volume172 cited
  • 1977

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The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models
152 cited
  • 1970The Volume of Transactions and Price Changes on the New York Stock Exchange149 cited
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