Download or read book Intraday and Interday Volatility Patterns in HSIF Contracts written by Daniel Fun Sang Choi and published by . This book was released on 1996 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Interday and Intraday Volatility written by Gary Gang Tian and published by . This book was released on 2014 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: After examining both the interday and intraday return volatility of the Shanghai Composite Stock Index, it was found that the open-to-open return variance is consistently greater than the close-to-close variance. Examining the volatility of interday returns and variance ratio tests with five-minute intervals reveals an L-shaped pattern, or more precisely, two L-shaped patterns, starting with a small hump during both the morning and the afternoon sessions, with the morning session having a much higher interday volatility than the afternoon session. This L-shaped interday volatility is supported by the similarly shaped intraday volatility pattern. This result suggests that the high volatility of intraday returns for the market open is not entirely due to the trading mechanisms (call auction in the market opening) but also due to both the accumulated overnight information and the trading halt effect. The five-minute breaks after the auction and blind auction procedures are the two major driving forces which exaggerate the high intraday volatility observed at the market open.

Download or read book An Intraday Analysis of Liquidity and Price Volatility in the S P 500 Index Futures Market written by George H. K. Wang and published by . This book was released on 1990 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Patterns in Intraday Stock Market Volatility written by Mason S. Gerety and published by . This book was released on 1990 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Journal of Banking Finance written by and published by . This book was released on 2000 with total page 962 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Bibliographie der Wirtschaftswissenschaften written by and published by . This book was released on 1999 with total page 998 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On the Reverse U Shaped Intraday Pattern of Volume and Volatility written by Zhijuan Chen and published by . This book was released on 2014 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt: In contrast to the U-shaped intraday pattern of volume and volatility documented by previous literature, we document a reverse U-shaped intraday pattern of volume and volatility during the afternoon session in Chinese newborn CSI 300 index futures market. We analyze the dominant contracts of CSI 300 index futures with tick-by-tick data. We use ranged and realized measure of volatility, and we measure volume by dollar volume, share volume and number of trades. We find that no matter which measure is adopted, both trading volume and volatility of CSI 300 index future show a reverse U-shaped in the afternoon session.

Download or read book Intraday Patterns in Returns Trading Volume Volatility and Trading Frequency on SEATS written by Michael J. Aitken and published by . This book was released on 1993 with total page 83 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Intraday and Intraweek Volatility Patterns of Hang Seng Index and Futures and a Test of the Wait to trade Hypothesis written by Gordon Y. N. Tang and published by . This book was released on 2002 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Intraday and Weekend Volatility Patterns written by Kim Sundkvist and published by . This book was released on 2000 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Intraday Trading Patterns and Day of the Week in Stock Index Options Markets written by Min-Hsien Chiang and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This article studies the intraday patterns of trading volume, volatility, and spreads and day-of-the-week variations for stock index options traded on the Taiwan Futures Exchange (TAIFEX). In addition, we examine the overnight variations in returns, volatility and spreads as well. We find that trading volume of TAIFEX options exhibit a U-shaped pattern. While the volatility at the market open is extremely volatile, the volatility quickly levels off for much of the rest of a trading. The bid-ask spreads pattern for TAIFEX options approximately follows a U-shaped pattern with a small hump immediately after 13:00 hours. The mean returns at Monday open for TAIFEX calls are lower while returns at the end of a trading day are larger. Calls have smaller overnight variations in volatility and bid-ask spreads compared to those in puts.

Download or read book Long Lived Information and Intraday Patterns written by Kerry Back and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper studies the effect of clustering of liquidity trades on intraday patterns of volatility and market depth when private information is long-lived. The assumption of long-lived information allows us to distinguish between the patterns of information arrival and information use. Our results are: (i) volatility follows the same pattern as liquidity trading, (ii) there are no systematic patterns in the price impacts of orders, and (iii) the timing of information arrival is unimportant. Result (i) is the same as that obtained by Admati and Pfleiderer (1988) in a model of short-lived private information, but (ii) and (iii) are different.

Download or read book Long Term Secrets to Short Term Trading written by Larry Williams and published by John Wiley & Sons. This book was released on 2011-11-01 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hugely popular market guru updates his popular trading strategy for a post-crisis world From Larry Williams—one of the most popular and respected technical analysts of the past four decades—Long-Term Secrets to Short-Term Trading, Second Edition provides the blueprint necessary for sound and profitable short-term trading in a post-market meltdown economy. In this updated edition of the evergreen trading book, Williams shares his years of experience as a highly successful short-term trader, while highlighting the advantages and disadvantages of what can be a very fruitful yet potentially dangerous endeavor. Offers market wisdom on a wide range of topics, including chaos, speculation, volatility breakouts, and profit patterns Explains fundamentals such as how the market moves, the three most dominant cycles, when to exit a trade, and how to hold on to winners Includes in-depth analysis of the most effective short-term trading strategies, as well as the author's winning technical indicators Short-term trading offers tremendous upside. At the same time, the practice is also extremely risky. Minimize your risk and maximize your opportunities for success with Larry Williams's Long-Term Secrets to Short-Term Trading, Second Edition.

Download or read book Study Guide for Come Into My Trading Room written by Alexander Elder and published by John Wiley & Sons. This book was released on 2002-10-16 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: STUDY GUIDE FOR Come Into My Trading Room A Complete Guide to Trading You can read Come Into My Trading Room: A Complete Guide to Trading in a few days, but you cannot expect to master every aspect of that invaluable book until you work through it. Study Guide for Come Into My Trading Room: A Complete Guide to Trading will help you learn the profitable methods and techniques of Come Into My Trading Room before risking a dollar in the markets. Study Guide for Come Into My Trading Room: A Complete Guide to Trading parallels the actual book, challenging you at every step with questions that make you focus on all the important areas of trading. Some tests are pencil-and-paper, others have you work with charts, but all prepare you to make crucial decisions. This Study Guide will: Quiz you on the essentials of trading–choosing the markets to trade, finding holes in the Efficient Market Theory, and overcoming common obstacles to success Make you aware of psychological blind spots that lead to losing Test your knowledge of charting and computerized indicators Explore trading systems, day-trading, and advanced concepts, such as Impulse trading and SafeZone stops Ask questions about money management, record-keeping, and managing time Challenge you with eight case studies where you choose entry and exit points and get graded for your performance The best trading strategies, techniques, and tools are only as good as your understanding of them. Pick up this Study Guide for Come Into My Trading Room: A Complete Guide to Trading and convert Dr. Elder's methods into your own powerful and profitable tools.

Download or read book Stock Index Futures written by Charles M.S. Sutcliffe and published by Routledge. This book was released on 2018-01-18 with total page 844 pages. Available in PDF, EPUB and Kindle. Book excerpt: The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.

Download or read book Handbook of Solid Phase Microextraction written by Janusz Pawliszyn and published by Elsevier. This book was released on 2011-12-01 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: The relatively new technique of solid phase microextraction (SPME) is an important tool to prepare samples both in the lab and on-site. SPME is a "green" technology because it eliminates organic solvents from analytical laboratory and can be used in environmental, food and fragrance, and forensic and drug analysis. This handbook offers a thorough background of the theory and practical implementation of SPME. SPME protocols are presented outlining each stage of the method and providing useful tips and potential pitfalls. In addition, devices and fiber coatings, automated SPME systems, SPME method development, and In Vivo applications are discussed. This handbook is essential for its discussion of the latest SPME developments as well as its in depth information on the history, theory, and practical application of the method. Practical application of Solid Phase Microextraction methods including detailed steps Provides history of extraction methods to better understand the process Suitable for all levels, from beginning student to experienced practitioner

Download or read book Measurement Analysis and Remediation of Environmental Pollutants written by Tarun Gupta and published by Springer Nature. This book was released on 2019-10-08 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses contamination of water, air, and soil media. The book covers health effects of such contamination and discusses remedial measures to improve the situation. Contributions by experts provide a comprehensive discussion on the latest developments in the detection and analysis of contaminants, enabling researchers to understand the evolution of these pollutants in real time and develop more accurate source apportionment of these pollutants. The contents of this book will be of interest to researchers, professionals, and policy makers alike.