Price-volume relationship

Price-volume relationship

A relationship espoused by some technical analysts that signals continuing rises or falls in security prices that are related to changes in volume traded.

Price-Volume Relationship

In technical analysis, a theory stating that changes in a security's trading volume affect the security's price. For example, in a time of low volume, a large order to buy or sell the security can cause a drastic change in price.
References in periodicals archive ?
Using multiple linear regression analysis, Long (2007) presents evidences for the options market that duplicate existing statistics for a price-volume relationship in equity markets.
However, although these above-quoted papers were important in the development of theory and methodology in the analysis of the price-volume relationship, none dealt with that relationship in an international setting or in a situation in which the influence of a significant share of a market's volume had been considered.
An examination of the price-volume relationship in the option markets.
However the study of price-volume relationship has so far been largely limited to straight stocks--the use of spot trading volume as a predictor of single stock futures trading volume has not been studied much.
However, using VAR analysis and testing for Granger causality, they failed to find evidence of such a price-volume relationship.
1998), "The Stock Price-Volume Relationship in Emerging Stock Markets: The Case of Latin America" International Journal of Forecasting, Vol.
Starks, "The Stock Price-Volume Relationship in Emerging Stock Markets: The Case of Latin America," International Journal of Forecasting, 14, 1998, 215-225.
An Empirical Analysis of the Stock Price-Volume Relationship.
Full browser ?