| 000 | 00893npc a2200157Ia 4500 | ||
|---|---|---|---|
| 008 | 140613s2014 xx 000 0 und d | ||
| 060 | _a332.6322 | ||
| 100 | _aKAIZOJI, TAISEI | ||
| 245 | _aModelling of stock returns and trading volume | ||
| 260 | _c2014 | ||
| 300 | _a147-155 | ||
| 520 | _aIn 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 | _aSTOCK MARKET | ||
| 773 |
_oP15320 _nM _933717 _011240 _tIIM KOZHIKODE SOCIETY & MANAGEMENT REVIEW |
||
| 942 |
_2ddc _cARTCL |
||
| 999 |
_c12470 _d12470 |
||