𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Intraday stock return volatility: The Hong Kong evidence

✍ Scribed by Yan-Leung Cheung; Richard Yan-Ki Ho; Peter Pope; Paul Draper


Book ID
116161683
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
105 KB
Volume
3
Category
Article
ISSN
0927-538X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Intraday dynamics of stock market return
✍ Faruk SelΓ§uk; Ramazan GenΓ§ay πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 497 KB

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