Cargando…

The Complexity Behavior of Big and Small Trading Orders in the Chinese Stock Market

The Chinese stock market exhibits many characteristics that deviate from the efficient market hypothesis and the trading volume contains a great deal of complexity information that the price cannot reflect. Do small or big orders drive trading volume? We studied the complex behavior of different ord...

Descripción completa

Detalles Bibliográficos
Autores principales:	Zhu, Yu, Fang, Wen
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	MDPI 2023
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9858074/ https://www.ncbi.nlm.nih.gov/pubmed/36673243 http://dx.doi.org/10.3390/e25010102

Ejemplares similares

Trading Imbalance in Chinese Stock Market—A High-Frequency View
por: Lu, Shan, et al.
Publicado: (2020)

The stock market as a casino: Associations between stock market trading frequency and problem gambling
por: Mosenhauer, Moritz, et al.
Publicado: (2021)

Trade like a stock market wizard: how to achieve super performance in stocks in any market
por: Minervini, Mark
Publicado: (2013)

COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market
por: Bing, Tao, et al.
Publicado: (2021)

Nonlinear intraday trading invariance in the Russian stock market
por: Teplova, Tamara, et al.
Publicado: (2022)

Structural changes in foreign investors’ trading behavior and the corresponding impact on Taiwan's stock market
por: Lin, Cho-Min, et al.
Publicado: (2009)

Profitable day and swing trading: using price/volume surges and pattern recognition to catch big moves in the stock market
por: Boxer, Harry
Publicado: (2014)

Fly fishing the stock market: how to search for, catch and net the market's best trades
por: Morris, Stephen
Publicado: (2012)

COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading()
por: Chung, Kee H., et al.
Publicado: (2023)

A stock market trading framework based on deep learning architectures
por: Shah, Atharva, et al.
Publicado: (2022)

The influence of trade friction on the stability of stock market: Evidence from China
por: Guo, Jianna, et al.
Publicado: (2023)

Stock selection with random forest: An exploitation of excess return in the Chinese stock market
por: Tan, Zheng, et al.
Publicado: (2019)

The performance of retail investors, trading intensity and time in the market: evidence from an emerging stock market()
por: Garay, Urbi, et al.
Publicado: (2021)

Volatile markets made easy: trading stocks and options for increased profits
por: Cohen, Guy
Publicado: (2009)

Is There Any Overtrading in Stock Markets? The Moderating Role of Big Five Personality Traits and Gender in a Unilateral Trend Stock Market
por: Zhang, Jian, et al.
Publicado: (2014)

The Big Trade: Simple Strategies for Maximum Market Returns
por: Pham, Peter
Publicado: (2013)

Dependence between Chinese stock market and Vietnamese stock market during the Covid-19 pandemic
por: Nguyen, Van Chien, et al.
Publicado: (2022)

Ecology of trading strategies in a forex market for limit and market orders
por: Sueshige, Takumi, et al.
Publicado: (2018)

Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic
por: Xu, Liao, et al.
Publicado: (2023)

Intraday News Trading: The Reciprocal Relationships Between the Stock Market and Economic News
por: Strauß, Nadine, et al.
Publicado: (2017)

Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic
por: Vuong, Giang Thi Huong, et al.
Publicado: (2022)

Performance of technical trading rules: evidence from Southeast Asian stock markets
por: Tharavanij, Piyapas, et al.
Publicado: (2015)

Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets
por: Mukherjee, Paramita, et al.
Publicado: (2022)

Economic policy uncertainty and the US stock market trading: non-ARDL evidence
por: Javaheri, Bakhtiar, et al.
Publicado: (2022)

Trade the Congressional effect: how to profit from Congress's impact on the stock market
por: Singer, Eric T
Publicado: (2012)

Profitability of Contrarian Strategies in the Chinese Stock Market
por: Shi, Huai-Long, et al.
Publicado: (2015)

Covid-19 vaccine approvals and stock market returns: The case of Chinese stocks
por: Ho, Ken C., et al.
Publicado: (2022)

Chinese companies and the Hong Kong stock market /
por: Huang, Flora Xiao
Publicado: (2014)

Stock Market Index Data and indicators for Day Trading as a Binary Classification problem
por: Bruni, Renato
Publicado: (2016)

Deep reinforcement learning stock market trading, utilizing a CNN with candlestick images
por: Brim, Andrew, et al.
Publicado: (2022)

Impact of COVID-19 on the Saudi stock market: analysis of return, volatility and trading volume
por: Wasiuzzaman, Shaista
Publicado: (2022)

In search of COVID-19 and stock market behavior
por: Chundakkadan, Radeef, et al.
Publicado: (2022)

Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market
por: Cepoi, Cosmin Octavian, et al.
Publicado: (2023)

High probability trading strategies: entry to exit tactics for the Forex, futures, and stock markets
por: Miner, Robert C
Publicado: (2009)

Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market
por: Shen, Dehua, et al.
Publicado: (2020)

Dynamic Evolution of Cross-Correlations in the Chinese Stock Market
por: Ren, Fei, et al.
Publicado: (2014)

The Geometric Phase of Stock Trading
por: Altafini, Claudio
Publicado: (2016)

Profitability of Ichimoku-Based Trading Rule in Vietnam Stock Market in the Context of the COVID-19 Outbreak
por: Che-Ngoc, Ha, et al.
Publicado: (2022)

Do algorithm traders mitigate insider trading profits?: Evidence from the Thai stock market
por: Wongsinhirun, Nopparat, et al.
Publicado: (2021)

Is It Possible to Earn Abnormal Return in an Inefficient Market? An Approach Based on Machine Learning in Stock Trading
por: Khoa, Bui Thanh, et al.
Publicado: (2021)

Cannot write session to /tmp/vufind_sessions/sess_kmufu4chgle6m3bkagtjo195k9