RESPONSE OF HOURLY STOCK-PRICES AND TRADING VOLUME TO ECONOMIC-NEWS

被引：62
|
作者：
JAIN, PC
机构：
来源：
JOURNAL OF BUSINESS | 1988年 / 61卷 / 02期
关键词：
D O I：
10.1086/296429
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：219 / 231
页数：13
相关论文
共 45 条
  • [1] STOCK-PRICES AND ECONOMIC-NEWS
    PEARCE, DK
    ROLEY, VV
    [J]. JOURNAL OF BUSINESS, 1985, 58 (01): : 49 - 67
  • [2] STOCK-PRICES AND VOLUME
    GALLANT, AR
    ROSSI, PE
    TAUCHEN, G
    [J]. REVIEW OF FINANCIAL STUDIES, 1992, 5 (02): : 199 - 242
  • [3] THE IMPACT OF INSTITUTIONAL TRADING ON STOCK-PRICES
    LAKONISHOK, J
    SHLEIFER, A
    VISHNY, RW
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 1992, 32 (01) : 23 - 43
  • [4] INSIDER TRADING AND THE EFFICIENCY OF STOCK-PRICES
    FISHMAN, MJ
    HAGERTY, KM
    [J]. RAND JOURNAL OF ECONOMICS, 1992, 23 (01): : 106 - 122
  • [5] STOCK-PRICES, NEWS, AND BUSINESS CONDITIONS
    MCQUEEN, G
    ROLEY, VV
    [J]. REVIEW OF FINANCIAL STUDIES, 1993, 6 (03): : 683 - 707
  • [6] INSIDER TRADING, EARNINGS CHANGES, AND STOCK-PRICES
    ALLEN, S
    RAMANAN, R
    [J]. MANAGEMENT SCIENCE, 1995, 41 (04) : 653 - 668
  • [7] THE REACTION OF INVESTORS AND STOCK-PRICES TO INSIDER TRADING
    CORNELL, B
    SIRRI, ER
    [J]. JOURNAL OF FINANCE, 1992, 47 (03): : 1031 - 1059
  • [8] TIME-LAGGED INTERACTIONS BETWEEN STOCK-PRICES AND SELECTED ECONOMIC VARIABLES - ARE STOCK-PRICES RELATED TO ECONOMIC CYCLES
    BULMASH, SB
    TRIVOLI, GW
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 1991, 17 (04): : 61 - 67
  • [9] THE DEPENDENCE BETWEEN HOURLY PRICES AND TRADING VOLUME
    JAIN, PC
    JOH, GH
    [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1988, 23 (03) : 269 - 283
  • [10] WHY OPTION PRICES LAG STOCK-PRICES - A TRADING-BASED EXPLANATION
    CHAN, K
    CHUNG, YP
    JOHNSON, H
    [J]. JOURNAL OF FINANCE, 1993, 48 (05): : 1957 - 1967
12345