Common scaling patterns in intertrade times of U.S. stocks

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 69, Issue 5 1, 2004, Pages

  Ivanov, Plamen Ch ^a   Yuen, Ainslie ^b   Podobnik, Boris ^c   Lee, Youngki ^d  

^a Boston University   (United States)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c University of Rijeka   (Croatia)

^d YANBIAN UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE; FOURIER TRANSFORMS; FUNCTIONS; INDUSTRIAL MANAGEMENT; INTERNATIONAL TRADE; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION; WEIBULL DISTRIBUTION;

ECONOPHYSICS; FINANCIAL ASSETS; INTERTRADE TIME DYNAMICS; PRICE DYNAMICS;

INDUSTRIAL ECONOMICS;

EID: 42749102433     PISSN: 15393755     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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