Individual and collective stock dynamics: Intra-day seasonalities

New Journal of Physics

Volumn 13, Issue , 2011, Pages

  Allez, Romain ^a   Bouchaud, Jean Philippe ^a  

^a Capital Fund Management   (France)

Author keywords

[No Author keywords available]

Indexed keywords

DECREASING FUNCTIONS; MARKET FACTORS; RELATIVE DISPERSION; SPECIFIC EFFECTS; STYLIZED FACTS; SUB-DOMINANT; U-SHAPED;

DISPERSIONS;

COMMERCE;

EID: 79952253539     PISSN: 13672630     EISSN: None     Source Type: Journal    
DOI: 10.1088/1367-2630/13/2/025010     Document Type: Article

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