Modelling of stock returns and trading volume (Record no. 12470)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00893npc a2200157Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140613s2014 xx 000 0 und d |
| 060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
| Classification number | 332.6322 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | KAIZOJI, TAISEI |
| 245 ## - TITLE STATEMENT | |
| Title | Modelling of stock returns and trading volume |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | 2014 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 147-155 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | In this study, we investigate the statistical properties of the returns and the trading volume. We show a typical example of power law distributions of the return and of the trading volume, Next, we propose an interacting agent model of stock markets inspired from statistical mechanics to explore the empirical findings. We show that as the interaction among the interacting traders strengthens, both the returns and the trading volume present power law behaviour. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | STOCK MARKET |
| 773 ## - HOST ITEM ENTRY | |
| Other item identifier | P15320 |
| Note | M |
| Host Itemnumber | 33717 |
| Host Biblionumber | 11240 |
| Title | IIM KOZHIKODE SOCIETY & MANAGEMENT REVIEW |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Articles |
No items available.