3Clark,P. K.A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices[].Econometrica.1973
4Thomas W Epps,Mary Lee Epps.The Stochastic Dependence of Security Price Changes and Transaction Volumes:Implications for the Mixture-of-Distributions Hypothesis[].Econometrica.1976
5Bessembinder H,Seguin P J.Price volatility, trading volume, and market depth:evidence from futures market[].The Journal of Finance.1993
6Patel J K,Read C B.Handbook of the normal distribution[]..1982
7Karpoff JM.The relation between price changes and trading volum e:a survey[].Journal of Financial and Quanti-tative Analysis.1987
8L amoureux C G,L astrapes W D.Heteroskedasticity in stock return data:volum e versus GARCH effects[].Journalof Finance.1990
9Copland T E.A m odel of assettrading under the assum ption of sequential inform ation arrival[].The Journal of Finance.1976
10Tauchen G,Pitts M.The price variability- volume relationship on speculative m arkets[].Econometrica.1983
