Price fluctuations, market activity and trading volume

Author： Plerou V.   Gopikrishnan P.   Gabaix X.   Amaral L.A.N.   Stanley H.E.  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.1, Iss.2, 2001-02, pp. : 262-269

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