Home > Articles > Volume 5 (1987) > Chapter 3 (March 1987) > V.5:3 (85-85): DJIA/NYSE Auto/Cross-Correlations by Frank Tarkany

V.5:3 (85-85): DJIA/NYSE Auto/Cross-Correlations by Frank Tarkany

V.5:3 (85-85): DJIA/NYSE Auto/Cross-Correlations by Frank Tarkany
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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)




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