Search for content and authors
 

Prices and Volumes on the Stock Market

Krzysztof Karpio ,  Arkadiusz J. Orłowski 

Szkoła Główna Gospodarstwa Wiejskiego (SGGW), Nowoursynowska 166, Warszawa 02-787, Poland

Abstract

We present new results regarding relationships between prices and volumes on the Polish stock and exchange markets. To perform such analysis some variables describing investor memory are introduced. Our conclusions are discussed in a context of market maturity and compared to results obtained by other methods including Granger causality and the Hurst exponent.

 

Auxiliary resources (full texts, presentations, posters, etc.)
  1. PRESENTATION: Prices and Volumes on the Stock Market, PDF document, version 1.4, 1.9MB
 

Legal notice
  • Legal notice:
 

Related papers

Presentation: Invited oral at 5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych", by Krzysztof Karpio
See On-line Journal of 5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Submitted: 2010-11-19 18:34
Revised:   2010-11-22 13:28