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The purpose of this paper, therefore, is to give an empirical test on multifractal features of price\u2010volume correlation in China metal futures market and then to conduct a comparative analysis from time and space dimensions, in order to better understand metals futures market behavior.<\/jats:p><\/jats:sec><jats:sec><jats:title content-type=\"abstract-heading\">Design\/methodology\/approach<\/jats:title><jats:p>This paper gives an empirical test by means of multifractal detrended cross\u2010correlation analysis (MF\u2010DCCA) approach, which is a technique employed in statistical physics to detect multifractal features of two cross\u2010correlated nonstationary time series.<\/jats:p><\/jats:sec><jats:sec><jats:title content-type=\"abstract-heading\">Findings<\/jats:title><jats:p>Empirical results show that the price\u2010volume correlation in China metal futures market is multifractal and that long range correlation and non\u2010Gaussian probability distribution are the main reasons for the existence of multifractality. Also, a comparative analysis is conducted and it is found that although China metal futures market is becoming more and more effective, the effectiveness is lower than that in mature LME metal futures markets. The futures market still needs further development.<\/jats:p><\/jats:sec><jats:sec><jats:title content-type=\"abstract-heading\">Originality\/value<\/jats:title><jats:p>The paper's conclusions would help to understand the nonlinear dependency relationship and potential dynamics mechanism in price\u2010volume correlation.<\/jats:p><\/jats:sec>","DOI":"10.1108\/03684921211276710","type":"journal-article","created":{"date-parts":[[2013,3,25]],"date-time":"2013-03-25T12:55:10Z","timestamp":1364216110000},"page":"1509-1525","source":"Crossref","is-referenced-by-count":15,"title":["Multifractal features of metal futures market based on multifractal detrended cross\u2010correlation analysis"],"prefix":"10.1108","volume":"41","author":[{"given":"Yaoqi","family":"Guo","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jianbo","family":"Huang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Hui","family":"Cheng","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"140","reference":[{"doi-asserted-by":"crossref","unstructured":"Alvarez\u2010Ramirez, J., Cisneros, M., Ibarra\u2010Valdez, C. and Soriano, A. 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