Before revision:  We call it - the second-order economic theory. The n-th degree products of costs and volumes of trades, performed by economic agents during interval { \Delta } determine price n-th statistical moments.
After revision:  The definition of the mean price p(1;t) coincides with definition of the volume weighted average price (VWAP) introduced at least 30 years ago. We show that price volatility { \Delta } determine price n-th statistical moments.