| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1891141 | Chaos, Solitons & Fractals | 2016 | 14 Pages |
Abstract
In this article, I introduce a short review on the statistical and dynamical properties of the high-frequency trading volume and its relation to other financial quantities such as the price fluctuations and trading value. In addition, I compare these results — which were obtained within the framework of applications of Physics to quantitative financial analysis —with the mainstream financial hypotheses of mixture of distributions (MDH) and sequential arrival of information (SIAH).
Related Topics
Physical Sciences and Engineering
Physics and Astronomy
Statistical and Nonlinear Physics
Authors
Sílvio M. Duarte Queirós,