| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481849 | Physica A: Statistical Mechanics and its Applications | 2012 | 12 Pages |
Abstract
⺠The multifractality of price series and trading volume series is confirmed. ⺠There is a positive cross-correlation between price and trading volume. ⺠A composite index R based on price and trading volume is advanced. ⺠We analyzed the changes of stock market fluctuation in China using R.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Ying Yuan, Xin-tian Zhuang, Zhi-ying Liu,