| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062105 | Economics Letters | 2008 | 7 Pages |
Abstract
We model the distribution of daily stock trading volume using the power law and document a new phenomenon. The power law exponent systematically increases with time suggesting that trading is becoming increasingly concentrated in a subset of stocks.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
P.V. (Sundar) Balakrishnan, James M. Miller, S. Gowri Shankar,