How trading activity scales with company size in the FTSE 100

DOI10.1080/14697680400008619zbMath1405.91774arXivcond-mat/0407769OpenAlexW2138054362MaRDI QIDQ4610251

Gilles Zumbach

Publication date: 15 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0407769

zbMATH Keywords

scalingtrading activitycompany size

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Related Items (1)

Learning multi-market microstructure from order book data

Cites Work

• Understanding the cubic and half-cubic laws of financial fluctuations
• Scale invariance and criticality in financial markets
• Quantifying economic fluctuations

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