Statistical properties of share volume traded in financial markets

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 62, Issue 4, 2000, Pages

  Gopikrishnan, Parameswaran ^a   Plerou, Vasiliki ^a,b   Gabaix, Xavier ^c   Stanley, H Eugene ^a  

^a Boston University   (United States)

^b BOSTON COLLEGE   (United States)

^c MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; DATABASE SYSTEMS; FINANCE; PROBABILITY DENSITY FUNCTION; TIME SERIES ANALYSIS;

LEVY DOMAIN;

STATISTICAL METHODS;

EID: 0034297475     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.62.R4493     Document Type: Article

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