Financial factor influence on scaling and memory of trading volume in stock market

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 84, Issue 4, 2011, Pages

  Li, Wei ^a   Wang, Fengzhong ^a   Havlin, Shlomo ^a,b   Stanley, H Eugene ^a  

^a USA   (United States)

^b BAR ILAN UNIVERSITY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

CONDITIONAL PROBABILITIES; FINANCIAL FACTORS; LONG-TERM CORRELATIONS; MARKET CAPITALIZATION; MULTISCALING; POWER LAW; PRICE VOLATILITY; SCALING FUNCTIONS; STOCK MARKET; TRADING VOLUMES;

DISTRIBUTION FUNCTIONS; FINANCE; PROBABILITY DENSITY FUNCTION;

COMMERCE;

EID: 80055017442     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.84.046112     Document Type: Article

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