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Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 5-6, 2008, Pages 1218-1224

Statistical properties of short term price trends in high frequency stock market data

(2) Sieczka, Paweł a Hołyst, Janusz A a

a WARSAW UNIVERSITY OF TECHNOLOGY (Poland)

Author keywords

Econophysics; Financial markets; Price trends

Indexed keywords

MARKETING; MATHEMATICAL MODELS; RANDOM PROCESSES; STATISTICAL METHODS;

ECONOPHYSICS; FINANCIAL MARKETS; PRICE TRENDS;

ECONOMIC ANALYSIS;

EID: 36749048227 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/j.physa.2007.10.048 Document Type: Article

Times cited : (10)

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