SCOPUS 정보 검색 플랫폼

Volumn 4, Issue 4, 2004, Pages 441-456

How trading activity scales with company size in the FTSE 100

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Indexed keywords

EID: 11344271179 PISSN: 14697688 EISSN: None Source Type: Journal
DOI: 10.1080/14697680400008619 Document Type: Article

Times cited : (16)

References (11)

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- Consistent high-precision volatility from high-frequency data
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- A theory of power law distributions in financial market fluctuations
- Gabaix X, Gopikrishnan P, Plerou V and Stanley H E 2003 A theory of power law distributions in financial market fluctuations Nature 423 267-70
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- Gabaix, X.¹ Gopikrishnan, P.² Plerou, V.³ Stanley, H.E.⁴

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- Scale invariance and criticality in financial markets
- Marsili M 2003 Scale invariance and criticality in financial markets Physica A 324 17-24
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- Marsili, M.¹

7
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- Economic fluctuations and anomalous diffusion
- Plerou V, Gopikrishnan P, Amaral L A N, Gabaix X and Stanley H E 2000 Economic fluctuations and anomalous diffusion Phys. Rev. E 62 R3023
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- Plerou, V.¹ Gopikrishnan, P.² Amaral, L.A.N.³ Gabaix, X.⁴ Stanley, H.E.⁵

8
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- Scaling of the distribution of price fluctuations of individual companies
- Plerou V, Gopikrishnan P, Amaral L N, Meyer M and Stanley E 1999 Scaling of the distribution of price fluctuations of individual companies Phys. Rev. E 60 6519-29
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- Plerou, V.¹ Gopikrishnan, P.² Amaral, L.N.³ Meyer, M.⁴ Stanley, E.⁵

9
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- Cambridge: Cambridge University Press
- Press W H, Teukolsky S A, Vetterling W and Flannery B P 2002 Numerical Recipes in C++. The Art of Scientific Computing (Cambridge: Cambridge University Press)
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10
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- A simple implicit measure of the effective bid-ask spread in an efficient market
- Roll R 1984 A simple implicit measure of the effective bid-ask spread in an efficient market J. Finance 39 1127-39
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- Roll, R.¹

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- The only game in town (under the pseudonym of Walter Bagehot)
- Treynor J L 1971 The only game in town (under the pseudonym of Walter Bagehot) Financial Analysts J. 27 12-4
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.