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Impact of Stock Market Structure on Intertrade Time and Price Dynamics
We analyse times between consecutive transactions for a diverse group of stocks registered on the NYSE and NASDAQ markets, and we relate the dynamical properties of the intertrade times with those of the corresponding price fluctuations. We report that market structure strongly impacts the scale-inv...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science
2014
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3974723/ https://ncbi.nlm.nih.gov/pubmed/24699376 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0092885 |
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