Temat: 02.30.Nw - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Stock Indices for Emerging Markets
Autorzy:: Karpio, K.
Orłowski, A.
Łukasiewicz, P.
Powiązania:: https://bibliotekanauki.pl/articles/1538490.pdf
Data publikacji:: 2010-04
Wydawca:: Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:: 89.65.Gh
02.30.Nw
Opis:: Indices of selected financial markets from various parts of world, different sizes and levels of development are investigated. The local Hurst exponent is globally compared to log-prices. Periodic changes in correlation coefficient are quantified via discrete Fourier transform. Local Hurst exponents spectra are discussed for investigated markets.
Źródło:: Acta Physica Polonica A; 2010, 117, 4; 619-622
0587-4246
1898-794X
Pojawia się w:: Acta Physica Polonica A
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Price-Volume Relationship in Polish Stock Market
Autorzy:: Karpio, K.
Łukasiewicz, P.
Orłowski, A.
Powiązania:: https://bibliotekanauki.pl/articles/1409003.pdf
Data publikacji:: 2012-02
Wydawca:: Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:: 89.65.-s
89.65.Gh
02.30.Nw
Opis:: A relationship between daily prices of Polish WIG index and trading volumes is investigated. By introducing variables related to a number of last prices and volumes, a history of values in a certain period of time (which could be regarded as an investor memory) is taken into account. Different characteristics of autocorrelations for prices and trading volumes are observed. By studying mutual correlations between the variables, a local maximum at about 100 trading days is discovered. The Granger causality test is performed, indicating very strong influence of prices on volumes. This property can be considered as a sign of markets maturity.
Źródło:: Acta Physica Polonica A; 2012, 121, 2B; B-61-B-66
0587-4246
1898-794X
Pojawia się w:: Acta Physica Polonica A
Dostawca treści:: Biblioteka Nauki

Artykuł

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