TY  - GEN
AU  - KAIZOJI, TAISEI
TI  - Modelling of stock returns and trading volume
PY  - 2014///
KW  - STOCK MARKET
N2  - 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
ER  -