𝔖 Bobbio Scriptorium
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Market dynamics and stock price volatility

✍ Scribed by H. Li; J. B. Rosser

Book ID
111621114
Publisher
Springer
Year
2004
Tongue
English
Weight
382 KB
Volume
39
Category
Article
ISSN
1434-6036

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πŸ“œ SIMILAR VOLUMES

Intraday dynamics of stock market return
Intraday dynamics of stock market returns and volatility
✍ 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