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Scaling Features of Price-Volume Cross-Correlation
[article]
2020
arXiv
pre-print
Price without transaction makes no sense. Trading volume authenticates its corresponding price, so there exist mutual information and correlation between price and trading volume. We are curious about fractal features of this correlation and need to know how structures in different scales translate information. To explore the influence of investment size (trading volume), price-wise (gain/loss), and time-scale effects, we analyzed the price and trading volume and their coupling by applying the
arXiv:1903.01744v2
fatcat:zxoehwle3rh3bcrvi6tkv75enm