On statistical properties of traded volume in financial markets
✍ Scribed by J. de Souza; L. G. Moyano; S. M. Duarte Queirós
- Book ID
- 111621802
- Publisher
- Springer
- Year
- 2006
- Tongue
- English
- Weight
- 406 KB
- Volume
- 50
- Category
- Article
- ISSN
- 1434-6036
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
By analyzing high frequency data of transactions on the Italian stock index futures, we show that the statistical properties of average volume depend on the size of transactions, defined as the number of contracts transacted in a single operation. In particular, we find that large transactions are l
We investigate the statistical properties of traders' trading behavior using cumulative distribution function (CDF). We analyze exchange data of 52 stocks for one-year period which contains non-manipulated stocks and manipulated stocks published by China Securities Regulatory Commission(CSRC). By an