Wang, Dong-Hua; Suo, Yuan-Yuan; Yu, Xiao-Wen; Lei, Man - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 5, pp. 1172-1179
We investigate the cross-correlation between price returns and trading volumes for the China Securities Index 300 (CSI300) index futures, which are the only stock index futures traded on the China Financial Futures Exchange (CFFEX). The basic statistics suggest that distributions of these two...
