Relationship between Price and Volume under the Mix Distribution Hypothesis

来源 :中国数量经济学会 | 被引量 : 0次 | 上传用户：liruimei12345

【摘要】

：

【作者】

：

Xu Xiaoling Yu Song Gu Beiqing

【机构】

：

Shanghai Institute of Foreign Trade, Business Information College

【出处】

：

中国数量经济学会

【发表日期】

：

2009年12期

【关键词】

：

EGARCH model yield trade volume relationship between price and volume

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　　The relationship between price and volume of the yield of Shanghai stock market is researched by using the EGARCH model and the mix distribution hypothesis.It can be concluded that the yield and trade volume are negative relativity and the unexpected trade volume affects the yield fluctuant equation.

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Relationship between Price and Volume under the Mix Distribution Hypothesis

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