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Non-trivial scaling of fluctuations in the trading activity of NYSE
János Kertész
, Z Eisler
Department of Network and Data Science
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Mathematics
Timescale
100%
New York Stock Exchange
100%
Power Law
100%
Empirical Bayes Procedure
100%
Stock Market
100%
Standard Deviation
100%
Complex System
100%
Earth and Planetary Sciences
New York
100%
Power Law
100%
Stock Market
100%
Financial Market
100%
Standard Deviation
100%
Complex System
100%
Timescale
100%
Economics, Econometrics and Finance
Measure of Dispersion
100%
Stock Exchange
100%
Physics
Complex System
100%