Price without transaction makes no sense. Trading volume authenticates its corresponding
price, so there exists mutual information and correlation between price and trading volume …

We construct indexes of the price-volume relation and calculate correlation dimensions,
based on the Fractal Market Hypothesis (FMH). According to this result, we propose a new …

Despite the rich literature on the relationship between trading volumes and stock prices, few
studies explore the underlying linkage arising from multifractality. Here, we propose a Hurst …

In this article we analyse linear correlation and non-linear dependence of traded volume, v,
of the 30 constituents of Dow Jones Industrial Average at different value scales. Specifically …

In recent years, fractal theory has become a recognized research direction for explaining
various complex phenomena that are difficult to constrain in the conventional efficient market …

In this article, we explore the multi-fractal properties of 1-minute traded volume of the
equities which compose the Dow Jones 30. We also evaluate the weights of linear and non …

In this paper, we employ multifractal detrended cross-correlation analysis (MF-DCCA) to
study the cross-correlation between closing price and trading volume and the multifractal …

The price–volume nexus is essential for understanding and discriminating the structure of
the carbon market. The current research investigates the price–volume dependences in the …

Nonlinear dependency between characteristic financial and commodity market quantities
(variables) is crucially important, especially between trading volume and market price …

We study the price–volume cross-correlation in the Bitcoin market from July 17, 2010, to May
2, 2018, via the multifractal detrended cross-correlations analysis (MF-DCCA). Results show …