Impact of stock market structure on intertrade time and price dynamics.
We analyse times between consecutive transactions for a diverse group of stocks registered on the NYSE and NASDAQ markets, and we relate the dynamical properties of the intertrade times with those of the corresponding price fluctuations. We report that market structure strongly impacts the scale-inv...
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| Autores principales: | , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Public Library of Science (PLoS)
2014
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/7c07a3e0e02345f79fc810c9f4264ce6 |
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