Physical review. E, Statistical physics, plasmasâ€¦

2000

We quantitatively investigate the ideas behind the often-expressed adage "it takes volume to move stock prices," and study the statistical properties of the number of shares traded Q(Deltat) for aâ€¦ (More)

Physical review. E, Statistical physics, plasmasâ€¦

2000

We quantify the relation between trading activity - measured by the number of transactions N(Deltat)-and the price change G(Deltat) for a given stock, over a time interval [t, t+Deltat]. To this end,â€¦ (More)