  Volatility, fitting with first order Landau expansion, stationarity, and
causality of the Taiwan stock market (TAIEX) are investigated based on daily
records. Instead of consensuses that consider stock market index change as a
random time series we propose the market change as a dual time series consists
of the index and the corresponding volume. Therefore, causalities between these
two time series are investigated.

Statistical Mechanics;Computational Engineering, Finance, and Science;Statistical Finance