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Long-term correlations and multifractal analysis of trading volumes for Chinese stocks

We investigate the temporal correlations and multifractal nature of trading volume of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. We find that the trading volume exhibit size-dependent non-universal long memory and multifractal nature. No crossover in the power-law dependence of the detrended fluctuation functions is observed. Our results show that the intraday pattern in the trading volume has negligible impact on the long memory and multifractality.

preprint2009arXivOpen access
Guo-Hua MuWei ChenJános KertészWei-Xing Zhou
q-fin.ST
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Open access4 authors1 topic
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
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Guo-Hua MuWei ChenJános KertészWei-Xing Zhou

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