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Beauty Contests and Fat Tails in Financial Markets

Beauty Contests and Fat Tails in Financial Markets
Digital文書・図像類
楡井, 誠Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University2011-08
Available onlineOther Libraries in Japan

An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data

An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data
Digital文書・図像類
Du, Yan, Liu, Qianqiu, Rhee, S. GhonInstitute of Economic Research, Hitotsubashi University2006-03
Available onlineOther Libraries in Japan
  • Summary, etc....ate of return, trading volume, volatility, order flow, and ...
  • Subject Heading...Rate of Return Trading Volume Volatility Order Flow Order T...

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