  This paper assumes that the randomness of market trade values and volumes
determines the properties of stochastic market prices. We derive the direct
dependence of the first two price statistical moments and price volatility on
statistical moments, volatilities, and correlations of market trade values and
volumes. That helps describe the dependence of market-based price
autocorrelation between times t and t-{\tau} on statistical moments and
correlations between trade values and volumes. That highlights the impact of
the randomness of the size of market deals on price statistical moments and
autocorrelation. Statistical moments and correlations of market trade values
and volumes are assessed by conventional frequency-based probabilities. The
distinctions between market-based price autocorrelation and autocorrelation
that are assessed by the frequency-based probability analysis of price time
series reveal the different approaches to the definitions of price
probabilities. To forecast market-based price autocorrelation, one should
predict the statistical moments and correlations of trade values and volumes.
