Intraday seasonalities and nonstationarity of trading volume in financial markets: Collective features

Employing Random Matrix Theory and Principal Component Analysis techniques, we enlarge our work on the individual and cross-sectional intraday statistical properties of trading volume in financial markets to the study of collective intraday features of that financial observable. Our data consist of...

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Detalles Bibliográficos
Autores principales: Graczyk, Michelle B., Duarte Queirós, Sílvio M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2017
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5533438/
https://www.ncbi.nlm.nih.gov/pubmed/28753676
http://dx.doi.org/10.1371/journal.pone.0179198

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5533438/
https://www.ncbi.nlm.nih.gov/pubmed/28753676
http://dx.doi.org/10.1371/journal.pone.0179198

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