Multifractal properties of price change and volume change of stock market indices
Author:
Funder
CNPq
CAPES
FACEPE
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference31 articles.
1. The relation between price changes and trading volume: a survey;Karpoff;J. Financ. Quant. Anal.,1987
2. Brownian motion in the stock market;Osborne;Oper. Res.,1959
3. The volume of transactions and price changes on the New York stock exchange;Crouch;Financ. Anal. J.,1970
4. Future price variability: a test of maturity and volume effects;Grammatikos;J. Bus.,1986
5. The dynamic relationship between stock returns and trading volume: domestic and cross-country evidence;Lee;J. Bank. Finance,2002
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