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There's more to volatility than volume 

Authors: Laacuteszloacute Gillemot ab;  J. Doyne Farmer b; Fabrizio Lillo bc
Affiliations:   a Santa Fe Institute, Santa Fe, NM 87501, USA
b Budapest University of Technology and Economics, H-1111 Budapest, Budafoki uacutet 8, Hungary
c INFM-CNR Unitagrave di Palermo and Dipartimento di Fisica e Tecnologie Relative, Universitagrave di Palermo, Viale delle Scienze, I-90128 Palermo, Italy
DOI: 10.1080/14697680600835688
Publication Frequency: 8 issues per year
Published in: journal Quantitative Finance, Volume 6, Issue 5 October 2006 , pages 371 - 384
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