M
Mark Pitts
Publications - 1
Citations - 1558
Mark Pitts is an academic researcher. The author has contributed to research in topics: Volume-weighted average price & Limit price. The author has an hindex of 1, co-authored 1 publications receiving 1507 citations.
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The price variability-volume relationship on speculative markets
George Tauchen,Mark Pitts +1 more
TL;DR: In this article, the relationship between the variability of the daily price change and the daily volume of trading on the speculative markets was investigated and the results of the estimation can reconcile a conflict between the price variability-volume relationship for this market and the relationship obtained by previous investigators for other speculative markets.