Market Statistics and Technical Analysis: The Role of Volume

The Journal of Finance

Volumn 49, Issue 1, 1994, Pages 153-181

  BLUME, LAWRENCE ^a   EASLEY, DAVID ^a   O'HARA, MAUREEN ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84993865825     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1994.tb04424.x     Document Type: Article

References (21)

1. Rational expectations equilibrium: An alternative approach
2. Implementation of Walrasian equilibria
3. On technical analysis
4. Simple technical trading rules and the stochastic properties of stock returns
5. Time and the process of security price adjustment
6. Stock prices and volume
7. On the impossibility of informationally efficient markets
8. Trade and the revelation of information through prices and direct disclosure
9. Rational expectations equilibrium with conditioning on past prices: A mean‐variance example
10. On the efficient markets hypothesis
11. The relation between price changes and trading volume: A survey
12. Naive trading rules in financial markets and Weiner‐Kolmogorov prediction theory: A study of technical analysis
13. Rational expectations equilibrium: Generic existence and the information revealed by prices