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Price fluctuations, market activity and trading volume 

Authors: V. Plerou a;  P. Gopikrishnan a;  X. Gabaix b;  L. A. N. Amaral a; H. E. Stanley a
Affiliations:   a Center for Polymer Studies and Department of Physics, Boston University, Boston, MA 02215, USA.
b Department of Economics, Massachusetts Institute of Technology, Cambridge, MA 02142, USA.
DOI: 10.1088/1469-7688/1/2/308
Publication Frequency: 8 issues per year
Published in: journal Quantitative Finance, Volume 1, Issue 2 February 2001 , pages 262 - 269
Formats available: PDF (English)
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