刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
出版时间:1 March 2017
年:2017
卷:469
期:Complete
页码:323-333
全文大小:576 K
卷排序:469
文摘
Abnormal investor attention of SSE 50 Index component stocks is power-law correlated. There are positive correlations between abnormal investor attention and trading volume, volatility respectively. The correlations for trading volume are in general higher than the ones for volatility.