Stock Prices and Volume

Abstract

Journal Article Stock Prices and Volume Get access A. Ronald Gallant, A. Ronald Gallant North Carolina State University Address requests for reprints to George Tauchen, Department of Economics, Duke University, Durham, NC 27706. Search for other works by this author on: Oxford Academic Google Scholar Peter E. Rossi, Peter E. Rossi University of Chicago Search for other works by this author on: Oxford Academic Google Scholar George Tauchen George Tauchen Duke University Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 5, Issue 2, April 1992, Pages 199–242, https://doi.org/10.1093/rfs/5.2.199 Published: 19 May 2015