Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companiesRafał Rak, Stanisław Drożdż, Jarosław Kwapień and Paweł OświȩcimkaEPL, 112 4 (2015) 48001DOI: https://doi.org/10.1209/0295-5075/112/48001