Media type: E-Article Title: There's more to volatility than volume Contributor: Gillemot, László; Farmer, J. Doyne; Lillo, Fabrizio imprint: Informa UK Limited, 2006 Published in: Quantitative Finance Language: English DOI: 10.1080/14697680600835688 ISSN: 1469-7688; 1469-7696 Keywords: General Economics, Econometrics and Finance ; Finance Origination: Footnote: