Frank R.,Pravica,David,Bier,Martin Brown
There are 1 included publications by Frank R.,Pravica,David,Bier,Martin Brown :
| Title | Date | Views | Brief Description |
|---|
| Self-similarity and non-Markovian behavior in traded stock volumes |
2015 |
|
The volume traded daily for 17 stocks is followed over a period of about half a century. We look atthe volume of stocks traded in a certain time interval (day, week, month) and analyze how long that tradedvolume keeps monotonically increasing or decr... |