Stock Price Distribution Model Based on the Relationship between Volume and Price

WANG Li-min; CHEN Xue-jing; HUANG Jing

Volume 30 Issue 5

Jun. 2021

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Article Navigation > Journal of University of Science and Technology Beijing ( Social Sciences Edition) > 2014 > 30(5): 103-109

WANG Li-min, CHEN Xue-jing, HUANG Jing. Stock Price Distribution Model Based on the Relationship between Volume and Price[J]. Journal of University of Science and Technology Beijing ( Social Sciences Edition), 2014, 30(5): 103-109.

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WANG Li-min, CHEN Xue-jing, HUANG Jing. Stock Price Distribution Model Based on the Relationship between Volume and Price[J]. Journal of University of Science and Technology Beijing ( Social Sciences Edition), 2014, 30(5): 103-109.

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Stock Price Distribution Model Based on the Relationship between Volume and Price

Dongling School of Economics and Management, University of Science and Technology Beijing, Beijing 100083, China

Received Date: 2014-08-15
Available Online: 2021-06-21

Abstract

Abstract

Based on the price-volume relation, the paper explains the distribution of the rate of return using the distribution of volume.We respectively discuss the relationship between the expected volume and the rate of return, and the unexpected volume and the rate of return.It is found that there is a significant positive correlation between the trading volume and the rate of returns, and that the rate of return can explain the effect on expected trading volume and unexpected trading volume, and either expected trading volume or unexpected trading volume can explain the effect on the rate of return.The volume in the data shows no obvious effect on the rate of return, but from the statistical characteristics, the distribution of the former can explain the distribution of the latter.
- price-volume relation,
- distribution of stock price,
- trading volume,
- rate of return,
- Granger causality test

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