Title of article
Minimal returns and the breakdown of the price-volume relation
Author/Authors
Pierluigi Balduzzi، نويسنده , , Pierluigi; Kallal، نويسنده , , Hédi; Longin، نويسنده , , Francois ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
5
From page
265
To page
269
Abstract
We look at stock-market prices and transaction volume on the day of minimal (the minimum for that year) daily returns, from 1885 to 1990. We find that large (in absolute terms) minimal returns show little correlation with transaction volume.
Keywords
Market crashes
Journal title
Economics Letters
Serial Year
1996
Journal title
Economics Letters
Record number
434060
Link To Document