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| MAR 1987
DJIA/NYSE Auto/Cross-Correlations by Frank Tarkany
DJIA/NYSE Auto/Cross-Correlations by Frank Tarkany This article investigates auto/cross-correlations for the weekly Dow Jones Industrial Average (DJIA) price close and the New York Stock Exchange (NYSE) total volume from January 9, 1897 to December 27, 1985. Using the correlation coefficient and chi-square statistic, I discovered an almost random relationship between price and volume. This confirms my previous research (Technical Analysis of Stocks & Commodities, October/November 1986)
by Frank Tarkany
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