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This paper describes asset price and return disturbances as result ofrelations between transactions and multiple kinds of expectations. We show thatdisturbances of expectations can cause fluctuations of trade volume, price andreturn. We model price disturbances for transactions made under all types ofexpectations as weighted sum of partial price and trade volume disturbances fortransactions made under separate kinds of expectations. Relations on priceallow present return as weighted sum of partial return and trade volume"return" for transactions made under separate expectations. Dependence of pricedisturbances on trade volume disturbances as well as dependence of return ontrade volume "return" cause dependence of volatility and statisticaldistributions of price and return on statistical properties of trade volumedisturbances and trade volume "return" respectively.

Econophysics of Asset Price, Return and Multiple Expectations