March 1, 1976

The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis

TET. W. EppsWilliam & Mary MEMary Lee EppsDuke University

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Abstract

Thomas W. Epps, Mary Lee Epps, The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis, Econometrica, Vol. 44, No. 2 (Mar., 1976), pp. 305-321

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Epps et al. (Mon,) studied this question.

synapsesocial.com/papers/6a100d3f64e8141cd25ffd4d https://doi.org/https://doi.org/10.2307/1912726