Long-term correlations and multifractality in trading volumes for Chinese stocks

Physics Procedia

Volumn 3, Issue 5, 2010, Pages 1631-1640

  Mu, Guo Hua ^a,b   Zhou, Wei Xing ^a,c   Chen, Wei ^d   Kertesz, Janos ^b,e  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^c EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^d Shenzhen Stock Exchange   (China)

^e AALTO UNIVERSITY   (Finland)

Author keywords

Correlation; Econophysics; Intraday pattern; Multifractality; Trading volume

Indexed keywords

CORRELATION METHODS; FRACTALS; PROBABILITY DISTRIBUTIONS;

ECONOPHYSICSS; INTRADAY PATTERN; LONG-TERM CORRELATIONS; MULTIFRACTALITY; POWER-LAW DEPENDENCES; SHENZHEN STOCK EXCHANGES; TEMPORAL CORRELATIONS; TRADING VOLUMES;

COMMERCE;

EID: 79551606993     PISSN: 18753884     EISSN: 18753892     Source Type: Conference Proceeding    
DOI: 10.1016/j.phpro.2010.07.003     Document Type: Conference Paper

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