Liu, Xinghua; Liu, Xin; Liang, Xiaobei - In: Physica A: Statistical Mechanics and its Applications 430 (2015) C, pp. 73-80
The positive relation between stock price changes and trading volume (price–volume relationship) as a stylized fact has attracted significant interest among finance researchers and investment practitioners. However, until now, consensus has not been reached regarding the causes of the...