Statistical properties of trading volume depending on size

Physica A: Statistical Mechanics and its Applications

Volumn 346, Issue 3-4, 2005, Pages 518-528

  Pasquale, Maria ^a   Renò, Roberto ^b  

^a UNIVERSITY OF PISA   (Italy)

^b UNIVERSITY OF SIENA   (Italy)

Author keywords

Long memory; Volatility; Volume

Indexed keywords

FINANCIAL DATA PROCESSING; INDUSTRIAL ECONOMICS; INFORMATION ANALYSIS; MATHEMATICAL MODELS;

ASYMMETRIC INFORMATION; ITALIAN STOCK INDEX; LONG MEMORY;

STATISTICAL METHODS;

EID: 10444275009     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.08.003     Document Type: Article

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