{"id":"https://openalex.org/W1783425673","doi":"https://doi.org/10.19030/iber.v7i10.3296","title":"The Price-Volume Relationship In The Chilean Stock Market","display_name":"The Price-Volume Relationship In The Chilean Stock Market","publication_year":2011,"publication_date":"2011-02-16","ids":{"openalex":"https://openalex.org/W1783425673","doi":"https://doi.org/10.19030/iber.v7i10.3296","mag":"1783425673"},"language":"en","primary_location":{"id":"doi:10.19030/iber.v7i10.3296","doi":"https://doi.org/10.19030/iber.v7i10.3296","is_oa":true,"landing_page_url":"https://doi.org/10.19030/iber.v7i10.3296","pdf_url":"https://clutejournals.com/index.php/IBER/article/download/3296/3344","source":{"id":"https://openalex.org/S2736813639","display_name":"International Business & Economics Research Journal (IBER)","issn_l":"1535-0754","issn":["1535-0754","2157-9393"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","norway-1"],"host_organization":"https://openalex.org/P4324341412","host_organization_name":"Clute Institute","host_organization_lineage":["https://openalex.org/P4324341412"],"host_organization_lineage_names":["Clute Institute"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Business & Economics Research Journal (IBER)","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://clutejournals.com/index.php/IBER/article/download/3296/3344","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5069976906","display_name":"Ravindra R. Kamath","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I102607778","display_name":"Cleveland State University","ror":"https://ror.org/002tx1f22","country_code":"US","type":"education","lineage":["https://openalex.org/I102607778"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Ravindra R. Kamath","raw_affiliation_strings":["Cleveland State University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Cleveland State University","institution_ids":["https://openalex.org/I102607778"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5069976906"],"corresponding_institution_ids":["https://openalex.org/I102607778"],"apc_list":null,"apc_paid":null,"fwci":4.7234,"has_fulltext":true,"cited_by_count":22,"citation_normalized_percentile":{"value":0.94885177,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"7","issue":"10","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9916999936103821,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9916999936103821,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.006899999920278788,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.0005000000237487257,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/price-volume-relationship","display_name":"price-volume relationship","score":0.9729999899864197},{"id":"https://openalex.org/keywords/trading-volume","display_name":"trading volume","score":0.9440000057220459},{"id":"https://openalex.org/keywords/daily-stock-returns","display_name":"daily stock returns","score":0.8600000143051147},{"id":"https://openalex.org/keywords/santiago-stock-exchange","display_name":"Santiago Stock Exchange","score":0.7630000114440918},{"id":"https://openalex.org/keywords/chilean-stock-market","display_name":"Chile stock market","score":0.8949999809265137},{"id":"https://openalex.org/keywords/granger-causality","display_name":"Granger causality","score":0.9340000152587891},{"id":"https://openalex.org/keywords/market-efficiency","display_name":"market efficiency","score":0.4129999876022339}],"concepts":[{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.7127832770347595},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.6763277053833008},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6547772288322449},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5903018712997437},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5182026028633118},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.512657105922699},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.502500057220459},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.47670218348503113},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4652726352214813},{"id":"https://openalex.org/C20556612","wikidata":"https://www.wikidata.org/wiki/Q4469374","display_name":"Volume (thermodynamics)","level":2,"score":0.42101335525512695},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.408947616815567},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14139297604560852},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0863533616065979},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.19030/iber.v7i10.3296","doi":"https://doi.org/10.19030/iber.v7i10.3296","is_oa":true,"landing_page_url":"https://doi.org/10.19030/iber.v7i10.3296","pdf_url":"https://clutejournals.com/index.php/IBER/article/download/3296/3344","source":{"id":"https://openalex.org/S2736813639","display_name":"International Business & Economics Research Journal (IBER)","issn_l":"1535-0754","issn":["1535-0754","2157-9393"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","norway-1"],"host_organization":"https://openalex.org/P4324341412","host_organization_name":"Clute Institute","host_organization_lineage":["https://openalex.org/P4324341412"],"host_organization_lineage_names":["Clute Institute"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Business & Economics Research Journal (IBER)","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.19030/iber.v7i10.3296","doi":"https://doi.org/10.19030/iber.v7i10.3296","is_oa":true,"landing_page_url":"https://doi.org/10.19030/iber.v7i10.3296","pdf_url":"https://clutejournals.com/index.php/IBER/article/download/3296/3344","source":{"id":"https://openalex.org/S2736813639","display_name":"International Business & Economics Research Journal (IBER)","issn_l":"1535-0754","issn":["1535-0754","2157-9393"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","norway-1"],"host_organization":"https://openalex.org/P4324341412","host_organization_name":"Clute Institute","host_organization_lineage":["https://openalex.org/P4324341412"],"host_organization_lineage_names":["Clute Institute"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Business & Economics Research Journal (IBER)","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"display_name":"Partnerships for the goals","score":0.550000011920929,"id":"https://metadata.un.org/sdg/17"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1783425673.pdf","grobid_xml":"https://content.openalex.org/works/W1783425673.grobid-xml"},"referenced_works_count":22,"referenced_works":["https://openalex.org/W284812398","https://openalex.org/W1516479449","https://openalex.org/W1996121590","https://openalex.org/W2020298003","https://openalex.org/W2027874509","https://openalex.org/W2038295726","https://openalex.org/W2049239673","https://openalex.org/W2053134840","https://openalex.org/W2071164539","https://openalex.org/W2076864956","https://openalex.org/W2101567517","https://openalex.org/W2107365483","https://openalex.org/W2119643020","https://openalex.org/W2128561109","https://openalex.org/W2153146814","https://openalex.org/W2157403008","https://openalex.org/W2177623288","https://openalex.org/W2322530610","https://openalex.org/W3124454571","https://openalex.org/W4245651501","https://openalex.org/W4256031309","https://openalex.org/W4388082651"],"related_works":["https://openalex.org/W1516479449","https://openalex.org/W2152339015","https://openalex.org/W1188228604","https://openalex.org/W4283072039","https://openalex.org/W2023498952","https://openalex.org/W2033160847","https://openalex.org/W2128561109","https://openalex.org/W6995973905","https://openalex.org/W2959850563","https://openalex.org/W2169219511"],"abstract_inverted_index":{"This":[0],"study":[1,27],"focuses":[2],"on":[3,15],"the":[4,16,26,29,32,59,65,68,71,75,96],"econometric":[5],"relations":[6],"between":[7,50],"daily":[8,11,87,91],"returns":[9,88],"and":[10,52],"trading":[12,72,92],"volume":[13,51,73,93],"changes":[14,94],"Santiago":[17],"Stock":[18,34],"Exchange":[19],"of":[20,31,86],"Chile.":[21],"To":[22],"meet":[23],"this":[24],"task,":[25],"utilizes":[28],"data":[30],"Selective":[33],"Price":[35],"Index,":[36],"IPSA,":[37],"from":[38],"January,":[39],"2003":[40],"through":[41],"October,":[42],"2006.":[43],"A":[44],"significant":[45],"contemporaneous":[46],"relation":[47,61],"is":[48,62],"found":[49],"returns.":[53],"The":[54,78],"evidence":[55,85],"also":[56],"indicates":[57],"that":[58,70],"said":[60],"asymmetric.":[63],"Moreover,":[64],"results":[66,81],"support":[67],"notion":[69],"makes":[74],"market":[76],"move.":[77],"causality":[79],"test":[80],"provide":[82],"a":[83],"clear":[84],"Granger":[89],"causing":[90],"in":[95],"Chilean":[97],"equity":[98],"market.":[99]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-29T09:56:32.521200","created_date":"2016-06-24T00:00:00"}