A FURTHER EXAMINATION OF STOCK PRICE CHANGES AND TRANSACTION VOLUME

Journal of Financial Research

Volumn 8, Issue 3, 1985, Pages 217-226

  Smirlock, Michael ^a   Starks, Laura ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84986467747     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1985.tb00404.x     Document Type: Article

References (25)

1. “An Empirical Evaluation of Accounting Numbers.”
2. “A Subordinated Stochastic Process Model With Finite Variance for Speculative Prices.”
3. “A Model of Asset Trading Under the Assumption of Sequential Information Arrival.”
4. “The Relationship Between Volume and Price Variability in Futures Markets.”
5. “The Volume of Transactions and Price Changes on the New York Stock Exchange.”
6. “Security Price Changes and Transaction Volumes: Theory and Evidence.”
7. “Security Price Changes and Transaction Volumes: Additional Evidence.”
8. “Security Price Changes and Transaction Volumes: Reply.”
9. “The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture‐of‐Distributions Hypothesis.”
10. “Spectral Analysis of New York Stock Market Prices.”
11. “Security Price Changes and Transactions Volume: Additional Evidence.”
12. “Information Content and the Speed of Stock Price Adjustment.”
13. “An Equilibrium Model of Asset Trading with Sequential Information Arrival.”
14. “Size Related Anomalies and Stock Return Seasonality: Further Empirical Evidence.”
15. “Stock Prices and Heteroscedasticity.”
16. “Price and Trading Volume Reaction Surrounding Earnings Announcements: A Closer Examination.”
17. “The Intraday Speed of Adjustment of Stock Price to Earnings and Dividend Announcements.”
18. “Information Characteristics of Earnings Announcements and Stock Price Behavior.”
19. “The Dependence of Prices and Volume.”
20. “Security Price Changes and Transaction Volumes: Comment.”
21. “The Price Variability‐Volume Relationship in Speculative Markets.”
22. “Stock Market Prices and Volumes of Sales.”