Before revision:  Investment size ( volume), price-wise expectations (gain/loss), and time-wise expectations ( time-scale ) differ from one investor to another. This study, by applying the MF-DXA method , demonstrates that priceand trading volume and their coupling contain power law information and are multifractal in the markets we investigated.
After revision:  Investment size ( volume), price-wise expectations (gain/loss), and time-wise expectations ( time-scale effects, we analyzed the price and trading volume and their coupling by applying the MF-DXA method , demonstrates that priceand trading volume and their coupling contain power law information and are multifractal in the markets we investigated.