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股票交易量与股价波动关系研究综述 被引量:6

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摘要 多年来,有关股票交易量和股价波动关系的研究引起了众多金融经济学家的兴趣。自Osborn(1959)的研究开始。
作者 赵桂芹
出处 《经济学动态》 CSSCI 北大核心 2002年第11期76-78,共3页 Economic Perspectives
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参考文献17

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  • 3G.M. Chen, M. Firth& O. M. Rui, 2001, "The dynamic relation between stock retums, trading volume,and volatility", The Financial Review, pp.153- 174.
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  • 5I. G. Morgan, 1976, "Stock prices and heteroskedasticity", Journal of Business, pp. 496 - 508.
  • 6J.Wang, 1994, "A model of competitive stock trading volume", Journal of Political Economy, pp. 127- 168.
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  • 9M.F.M.Osbome, 1959, "Brownian motion in the stock market", Operations Research, pp. 145 - 173.
  • 10M. Harris & A. Raviv, 1993, "Differences of opinion make a horse race", Review of Financial Studies , pp. 473 - 506.

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