Price-volume multifractal analysis and its application in Chinese stock markets

Physica A: Statistical Mechanics and its Applications

Volumn 391, Issue 12, 2012, Pages 3484-3495

  Yuan, Ying ^a   Zhuang, Xin Tian ^a   Liu, Zhi Ying ^a  

^a NORTHEASTERN UNIVERSITY   (China)

Author keywords

Financial crisis; Generalized Hurst exponents; Price Limits; Reform of Non tradable Shares; Trading volume

Indexed keywords

COMMERCE; CORRELATION METHODS; FRACTALS; STATISTICAL MECHANICS;

FINANCIAL CRISIS; GENERALIZED HURST EXPONENT; PRICE LIMITS; REFORM OF NON-TRADABLE SHARES; TRADING VOLUMES;

FINANCIAL MARKETS;

EID: 84862821298     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2012.01.034     Document Type: Article

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