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- W2550159817 abstract "Abstract In this paper, the asymmetric joint multifractal analysis method based on statistical physics is proposed to explore the asymmetric correlation between daily returns and trading volumes in Chinese stock markets. The result shows asymmetric multifractal correlations exist between return and trading volume in Chinese stock markets. Moreover, when the stock indexes are upward, the fluctuations of returns are always weaker than when they are downward, whether the trading volumes are more or less." @default.
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- W2550159817 date "2017-04-01" @default.
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- W2550159817 title "Asymmetric joint multifractal analysis in Chinese stock markets" @default.
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- W2550159817 doi "https://doi.org/10.1016/j.physa.2016.11.052" @default.
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