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International Conference on Engineering and Business Management (EBM 2010 PAPERBACK)

Chengdu,China,China,3.24-3.26,2010

ISBN: 978-1-935068-05-1 Scientific Research Publishing, USA

Paperback 6066pp Pub. Date: March 2010

Category: Engineering

Price: $280

Title: Testing for Linear and Nonlinear Relationship between Price and Volume in Chinese Stock Market
Source: International Conference on Engineering and Business Management (EBM 2010 PAPERBACK) (pp 4036-4040)
Author(s): Jian-he Liu, School of Finance, Zhejian University of Finance & Economics, Hangzhou, P.R.China, 310018 ;College of Economics, Zhejian University, Hangzhou, P.R.China, 310027
Xue-jun Jin, College of Economics, Zhejian University, Hangzhou, P.R.China, 310027
Abstract: Abstract: This paper examines the relationship between trade price and volume in Chinese stock market. We study time factors which influence the price and volume fluctuation, and then we adjust this influence. On the other hand, we divide volume into two parts: the volume which can be anticipated and the volume which can not. And there exist linear and nonlinear relationships between volume which can not be anticipated and price volatility.
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