236 citations · 236 across the 1 of their papers we have counts for
2 papers
cond-mat.stat-mech2001★ 236 cited
Quantifying Stock Price Response to Demand Fluctuations
Vasiliki Plerou, Parameswaran Gopikrishnan, Xavier Gabaix +1
We address the question of how stock prices respond to changes in demand. We quantify the relations between price change over a time interval and two different measures of…
cond-mat.stat-mech2000
Statistical Properties of Share Volume Traded in Financial Markets
Parameswaran Gopikrishnan, Vasiliki Plerou, Xavier Gabaix +1
We quantitatively investigate the ideas behind the often-expressed adage `it takes volume to move stock prices', and study the statistical properties of the number of shares traded…