برچسب: trading activity
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Chan, Chockalingam And Lai-Overnight Information And Intraday Trading Behavior – Evidence From Nyse Cross
In this paper we study how overnight price movements in local markets affect the trading activity of foreign stocks on the NYSE. We find that local price movements affect not only the opening returns of foreign stocks, but also their returns in the first 30-min interval. The magnitude of local price movements is positively related […]
برچسب: trading activity
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Market Liquidity And Trading Activity
Spreads, depths and trading activity for US equities are studied over an extended time sample. Daily changes in market averages of liquidity and trading activity are highly volatile, negatively serially correlated and influenced by a variety of factors.
برچسب: trading activity
5 / 0
Guppy mma
Guppy mma Applied to understand the nature and character of the trend. Used to assess the degree and extent of trading activity. Excessive rading activity can destabilise strong trends. Trend tahlil enables more effective selection of appropriate trading strategies such as breakout, trend continuation etc. Can be applied to long side and short side trading. […]