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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Detalles Bibliográficos
Autores principales: Ivanov, Plamen Ch., Yuen, Ainslie, Perakakis, Pandelis
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2014
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3974723/
https://www.ncbi.nlm.nih.gov/pubmed/24699376
http://dx.doi.org/10.1371/journal.pone.0092885

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3974723/
https://www.ncbi.nlm.nih.gov/pubmed/24699376
http://dx.doi.org/10.1371/journal.pone.0092885

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