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Browsing Duke Faculty Articles by Subject "daily volumes"

DukeSpace

Browsing Duke Faculty Articles by Subject "daily volumes"

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  • Tauchen, George; Pitts, Mark (Econometrica, 1983)
    This paper concerns the relationship between the variability of the daily price change and the daily volume of trading on the speculative markets. Our work extends the theory of speculative markets in two ways. First, we ...