In the stock market liquidity links directly to volume and refers to the speed of which you can buy or sell a share. Low volume means poor liquidity and can cause problems when you want to get rid of a stock when the price is dropping and there is nobody on the other end to acquire...
In the stock market, the actual trade is based on an auction paradigm. The potential investor bids a price for an understanding the stock market, while the seller makes a specific value claim. When you buy or sell ‘at market’, it means that you accept the ‘ask price’ quoted. Most ...
for example, macroeconomic factors, such as com- modity prices, market history, and foreign exchange rates, were used to forecast the direction of the Bombay Stock Exchange. Chen et al. (2017) applied financial indicators to select the optimal stocks ...
Using a recent stock market liberalization reform policy in China—the Stock Connect—as a quasi-natural experiment, this study examines the effect of stock market liberalization on market efficiency. Employing a dataset of 17,086 Chinese listed firms covering 2009 to 2018, we find that stock mark...
In the era of big data, deep learning for predicting stock market prices and trends has become even more popular than before. We collected 2 years of data from Chinese stock market and proposed a comprehensive customization of feature engineering an
Table 1. List of variables and abbreviations. VariableAbbreviationDescriptionSource Crude oil market OIL Daily return of continuous contract of WTI crude oil futures in the current month at NYMEX Choice Database Gold market GOLD Daily return of continuous contract of gold futures in the current month...
The ability to predict stock prices is essential for informing investment decisions in the stock market. However, the complexity of various factors influencing stock prices has been widely studied. Traditional methods, which rely on time-series informati
As you can see, most of these tickers are abbreviations of the company or index's name. How Long Are Tickers? Most stock tickers are three or four letters, although some exchanges may allow fewer or more letters and even permit numbers to be used. For example, a handful of companies, ...
List of abbreviations illustration not visible in this excerpt List of symbols illustration not visible in this excerpt 1. Introduction 1.1 Motivation There has been an ongoing discussion for many years of whether value investing-, or growth investing strategies achieve higher stock market returns. Val...
Alpha-20: [Math Processing Error]Rank(Ts_Rank(Volume/Adv20,20)∗Ts_Rank(−1∗Delta(Close,7),7))−0.5 Appendix 2: List of ababreviations See Table 15. Table 15 Abbreviations and their full names Full size table Rights and permissions Open Access This article is licensed under a...