Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets
Author:
Affiliation:
1. a College of Economics and Management, China Agricultural University, Beijing, China
2. b International College, China Agricultural University, Beijing, China
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X5001S110
Reference42 articles.
1. A Theory of Intraday Patterns: Volume and Price Variability;A. Admati;Review of Financial Studies,1988
2. The Information Content of Annual Earnings Announcements;W. Beaver;Journal of Accounting Research,1968
3. Information Content of Volume: An Investigation of Tokyo Commodity Futures Markets;C. Ciner;Pacific-Basin Finance Journal,2002
4. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices;P. Clark;Econometrica,1973
5. A Model of Asset Trading Under the Assumption of Sequential Information Arrival;T. Copeland;Journal of Finance,1976
Cited by 30 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Price-Volume Relationship in Bitcoin Futures ETF Market: An Information Perspective;Discrete Dynamics in Nature and Society;2024-03-31
2. The Price–Volume Dependences in the European and Chinese Carbon Markets: New Evidence from the Fractal Analysis;Fluctuation and Noise Letters;2023-04-20
3. Risk analysis model and agricultural derivative market use;Independent Journal of Management & Production;2021-12-01
4. What do we know about informational efficiency? Three puzzles and the new direction forward;Journal of Economic Surveys;2021-11-12
5. Research on the Risk of the Online Lending Market in China: A New Perspective Based on MF-DCCA;Emerging Markets Finance and Trade;2021-06-11
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3