Stock returns versus trading volume: Is the correspondence more general?

Acta Physica Polonica B

Volumn 44, Issue 10, 2013, Pages 2035-2050

  Rak, Rafał ^a   Drozdz, Stanisław ^b,c   Kwapien, Jarosław ^b   Oswiecimka, Paweł ^b  

^a UNIVERSITY OF RZESZÓW   (Poland)

^b INSTITUTE OF NUCLEAR PHYSICS   (Poland)

^c CRACOW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

HIGH FREQUENCY DATA; MATURE MARKETS; POWER-LAW FUNCTIONS; PRICE IMPACTS; SCALING EXPONENT; SQUARE-ROOT DEPENDENCE; TRADING VOLUMES; VOLUME DISTRIBUTIONS;

INVESTMENTS;

COMMERCE;

EID: 84890104022     PISSN: 05874254     EISSN: None     Source Type: Journal    
DOI: 10.5506/APhysPolB.44.2035     Document Type: Article

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