𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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


Statistical properties of trading volume
✍ Maria Pasquale; Roberto Renò 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 350 KB

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

Statistical properties of trading activi
✍ Xiaoqian Sun; Xueqi Cheng; Huawei Shen; Zhaoyang Wang 📂 Article 📅 2010 🏛 Elsevier 🌐 English ⚖ 766 KB

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