𝔖 Bobbio Scriptorium
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Initiation of brokers’ recommendations, market predictors and stock returns

✍ Scribed by Howard W.H. Chan; Rob Brown; Yew Kee Ho

Book ID
113810555
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
227 KB
Volume
16
Category
Article
ISSN
1042-444X

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This paper provides new empirical evidence for intraday scaling behavior of stock market returns utilizing a 5 min stock market index (the Dow Jones Industrial Average) from the New York Stock Exchange. It is shown that the return series has a multifractal nature during the day. In addition, we show