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Volumn 382, Issue 1, 2007, Pages 66-72

The dynamics of traded value revisited

Author keywords

Correlations; Econophysics; Liquidity; Non universality; Scaling

Indexed keywords

COMMERCE; SCALING LAWS;

EID: 34249811185     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.02.009     Document Type: Article
Times cited : (17)

References (23)
  • 4
    • 33745000742 scopus 로고    scopus 로고
    • Ball P. Nature 441 (2006) 686
    • (2006) Nature , vol.441 , pp. 686
    • Ball, P.1
  • 7
  • 12
    • 34249803633 scopus 로고    scopus 로고
    • P. Gopikrishnan, V. Plerou, personal communication.
  • 13
    • 34249821409 scopus 로고    scopus 로고
    • The Fraga-Alves estimator converges very slowly, and it underestimates the actual values of λ from small samples. Its estimates can be interpreted as lower bounds for λ.
  • 14
    • 34249822572 scopus 로고    scopus 로고
    • Similar techniques were used in Refs. [7,22] to show non-universality in the distribution of returns and intertrade times.
  • 17
    • 34249784889 scopus 로고    scopus 로고
    • For a similar analysis of the years 2000-2002, see Ref. [7].


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.