341 citations · 3k across the 78 of their papers we have counts for
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q-fin.ST2013★ 34 cited
Stock returns versus trading volume: is the correspondence more general?
Rafal Rak, Stanislaw Drozdz, Jaroslaw Kwapien +1
This paper presents a quantitative analysis of the relationship between the stock market returns and corresponding trading volumes using high- frequency data from the Polish stock…
physics.data-an2013
Detrended Cross-Correlation Analysis Consistently Extended to Multifractality
Paweł Oświȩcimka, Stanisław Drożdż, Marcin Forczek +2
We propose a novel algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that constitutes a consistent extension of the Detrended Cross-Correlation Analysis (DCCA) and is a…