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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Bibliographic Details
Main Authors: K. Tangmongkollert, S. Suwanna
Other Authors: Mahidol University
Format: Article
Published: 2018
Subjects:
Online Access:https://repository.li.mahidol.ac.th/handle/123456789/40927
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Institution: Mahidol University