Asset price and trade volume relation in artificial market impacted by value investors
© 2016 Elsevier B.V. All rights reserved. The relationship between return and trade volume has been of great interests in a financial market. The appearance of asymmetry in the price-volume relation in the bull and bear market is still unsettled. We present a model of the value investor traders (VIs...
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Main Authors: | , |
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Format: | Article |
Published: |
2018
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Online Access: | https://repository.li.mahidol.ac.th/handle/123456789/40927 |
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Institution: | Mahidol University |