A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation
Leilei Shi, Binghong Wang, Xinshuai Guo, Honggang Li
| Year of publication: |
2021
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| Authors: | Shi, Leilei ; Wang, Binghong ; Guo, Xinshuai ; Li, Honggang |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 74.2021, p. 1-13
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| Subject: | Behavioral finance theory | Market dynamic equilibrium | Mathematical method | Momentum and reversal | Volume distribution over price | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Anlageverhalten | Behavioural finance | Dynamisches Gleichgewicht | Dynamic equilibrium | Börsenkurs | Share price | CAPM | Finanzmathematik | Mathematical finance | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2020.101603 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803796