Sökning: "intraday periodicity"

Hittade 1 uppsats innehållade orden intraday periodicity.

  1. 1. The Intraday Dynamics of Stock Returns and Trading Activity: Evidence from OMXS 30

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Veronika Lunina; Tetiana Dzhumurat; [2011]
    Nyckelord :intraday periodicity; return responses; trading volume; Business and Economics;

    Sammanfattning : 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