Tests of scaling and universality of the distributions of trade size and share volume: evidence from three distinct markets

scientific article published on 12 October 2007

Tests of scaling and universality of the distributions of trade size and share volume: evidence from three distinct markets is …
instance of (P31):
scholarly articleQ13442814

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P819ADS bibcode2007PhRvE..76d6109P
P356DOI10.1103/PHYSREVE.76.046109
P698PubMed publication ID17995062

P50authorH. Eugene StanleyQ870027
P2093author name stringVasiliki Plerou
P2860cites workRandom matrix approach to cross correlations in financial dataQ27346896
A theory of power-law distributions in financial market fluctuationsQ34197126
Scaling theory of temporal correlations and size-dependent fluctuations in the traded value of stocksQ47336733
P433issue4 Pt 2
P407language of work or nameEnglishQ1860
P304page(s)046109
P577publication date2007-10-12
P1433published inPhysical Review EQ2128181
P1476titleTests of scaling and universality of the distributions of trade size and share volume: evidence from three distinct markets
P478volume76