Dynamics of the number of trades of financial securities-Reference-Cited by-同舟云学术

Dynamics of the number of trades of financial securities

Published:2000-05 Issue:1-2 Volume:280 Page:136-141
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Bonanno Giovanni,Lillo Fabrizio,Mantegna Rosario N

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference8 articles.

1. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,1999

2. R.N. Mantegna (Ed.), Proceedings of the International Workshop on Econophysics and Statistical Finance Physica A 269 (1) (1999) pp. 1–183.

3. J.P. Bouchaud (Ed.), Proceedings of the International Conference on Application of Physics in Financial Analysis, Int. J. Theoret. Appl. Finance 2000, in press.

4. New York Stock Exchange, The Trade and Quote Database, New York, http://www.nyse.com/marketinfo/taqdatabase.html.

5. The Random Character of Stock Market Prices;Cootner (Ed.),1964

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