Qiu, T.; Zhong, L.X.; Chen, G.; Wu, X.R. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 12, pp. 2427-2434
The cumulative distribution of trading volume is investigated for Chinese stocks. Different from the power-law scaling of mature markets, the distribution is well fitted by a stretched exponential function f(x)∼e−αxγ. With the autocorrelation function and the detrended fluctuation...