Sökning: "intraday periodicity"
Hittade 1 uppsats innehållade orden intraday periodicity.
1. The Intraday Dynamics of Stock Returns and Trading Activity: Evidence from OMXS 30
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : In this study we analyze the intraday behaviour of stock returns and trading volume using the data on OMXS 30 stocks. We find that returns follow a reverse J-shaped pattern with the peak at the beginning of the trading day, while trading volume attains its maximum towards at the market closure. LÄS MER
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