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Explaining Intraday Pattern of Trading Volume from the Order Flow Data

✍ Scribed by Yi-Tsung Lee; Robert C.W. Fok; Yu-Jane Liu


Book ID
108567899
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
464 KB
Volume
28
Category
Article
ISSN
0306-686X

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Specific catchment area (SCA) patterns are commonly computed on grids using flow direction algorithms that treat the flow as coming from a point source at the pixel centre. These algorithms are all ambiguous in the definition of the flow width to be associated with a pixel when computing the SCA. Di