The Ex-Dividend Day Stock Price Behavior: The Case of Portugal
โ Scribed by Maria Rosa Borges
- Book ID
- 106568975
- Publisher
- Springer US
- Year
- 2008
- Tongue
- English
- Weight
- 219 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0197-4254
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We give a stochastic microscopic modelling of stock markets driven by continuous double auction. If we take into account the mimetic behavior of traders, when they place limit order, our virtual market shows the power-law tail of the distribution of returns with the exponent outside the Levy stable
## Introduction he Nikkei Stock Average Futures contract started trading at the Singapore T International Monetary Exchange (SIMEX) on September 3, 1986. SIMEX became the first futures exchange to trade a stock index futures outside the country where the indexed stocks are traded. The stock index