| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481597 | Physica A: Statistical Mechanics and its Applications | 2011 | 10 Pages |
Abstract
⺠Pulling effects exist in volume space. ⺠Buy volumes are more synchronized than sell volumes in high frequency. ⺠The links on MST that have large pulling effects clustered at the center. ⺠Correlations of buy and sell volumes are reversed according to the frequency scale.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Sun Young Lee, Dong Il Hwang, Min Jae Kim, In Gyu Koh, Soo Yong Kim,