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Did you mean: subject:"Intraday patterns" (28 results)

Early prediction of Ibex 35 movements

García, I. Marta Miranda; Segovia-Vargas, María-Jesús; … - In: Journal of forecasting 42 (2023) 5, pp. 1150-1166

Persistent link: https://www.econbiz.de/10014338829

Intraday patterns of price clustering in Bitcoin

Ma, Donglian; Tanizaki, Hisashi - In: Financial innovation : FIN 8 (2022), pp. 1-25

In this study, an investigation is conducted into the phenomenon of price clustering in Bitcoin (BTC) denominated in the Japanese yen (JPY). It answers two questions using tick-by-tick data. The first is whether price clustering exists in BTC/JPY transactions, and the other is how the scale of...

Persistent link: https://www.econbiz.de/10012798841

The daily rise and fall of the VIX1D : causes and solutions of its overnight bias

Albers, Stefan; Kestner, Lars N. - In: Finance research letters 62 (2024) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10014530970

Intraday analysis of regulation change in microstructure : evidence from an emerging market

Kadioglu, Eyup - In: International journal of emerging markets 18 (2023) 5, pp. 1216-1235

Persistent link: https://www.econbiz.de/10014333628

Time-of-day periodicities of trading volume and volatility in Bitcoin exchange : does the stock market matter?

Wang, Jying-Nan; Liu, Hung-Chun; Hsu, Yuan-Teng - In: Finance research letters 34 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012436606

Impacts of day trading on the intraday pattern of market quality

Hsieh, Tsung Yu; Fu, Ying-Fen; Ma, Shih-Ya - In: International journal of services technology and … 26 (2020) 1, pp. 20-37

Persistent link: https://www.econbiz.de/10012503426

Statistical properties of online avatar numbers in a massive multiplayer online role-playing game

Jiang, Zhi-Qiang; Ren, Fei; Gu, Gao-Feng; Tan, Qun-Zhao; … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 4, pp. 807-814

-day periodic behavior and clear intraday pattern, the fluctuation distribution of the online avatar numbers has a leptokurtic non …-Gaussian shape with power-law tails, and the increments of online avatar numbers after removing the intraday pattern are uncorrelated …

Persistent link: https://www.econbiz.de/10010590908

Detrended fluctuation analysis of intertrade durations

Jiang, Zhi-Qiang; Chen, Wei; Zhou, Wei-Xing - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 4, pp. 433-440

The intraday pattern, long memory, and multifractal nature of the intertrade durations, which are defined as the … 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in 2003. An inverse U-shaped intraday pattern in the … exceptions in the small-duration regime. The intraday pattern has little influence on the long memory and multifractality. …

Persistent link: https://www.econbiz.de/10010874017