Inflation and deflation in financial markets
โ Scribed by Taisei Kaizoji
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 266 KB
- Volume
- 343
- Category
- Article
- ISSN
- 0378-4371
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๐ SIMILAR VOLUMES
The persistence phenomenon is studied in a financial context by using a novel mapping of the time evolution of the values of shares in a portfolio onto Ising spins. The method is applied to historical data from the London Financial Times Stock Exchange 100 index (FTSE 100) over an arbitrarily chosen
We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the 12-yea