Pregled bibliografske jedinice broj: 140841
Common scaling patterns in intertrade times of U.S. stocks
Common scaling patterns in intertrade times of U.S. stocks // Physical review. E, Statistical, nonlinear, and soft matter physics, 69 (2004), 5; 056107, 7 doi:10.1103/PhysRevE.69.056107 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 140841 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Common scaling patterns in intertrade times of U.S. stocks
Autori
Ivanov , Plamen Ch. ; Yuen, Ainslie ; Podobnik, Boris ; Lee, Youngki
Izvornik
Physical review. E, Statistical, nonlinear, and soft matter physics (1539-3755) 69
(2004), 5;
056107, 7
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
fluctuations ; economies of scale ; Weibull distribution ; stock markets ; pricing ; pattern formation
Sažetak
We analyze the sequence of time intervals between consecutive stock trades of thirty companies of US economy. We find that the probabilty distributions of intratrade times may be fit by a Weibull distribution....
Izvorni jezik
Engleski
Znanstvena područja
Fizika
POVEZANOST RADA
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
- MEDLINE
