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This study assesses the influence of error distributional assumption on appearance or disappearance of day-of-the-week effects in returns and volatility using the Nigerian stock exchange (NSE-30). The...
We study the daily trading volume volatility of 17,197 stocks in the U.S. stock markets during the period 1989–2008 and analyze the time return intervals  between volume volatilities above a given th...
We study the dynamics of order flows around large intraday price changes using ultra-high-frequency data from the Shenzhen Stock Exchange. We find a significant reversal of price for both intraday pri...
The level crossing analysis of DAX and oil price time series are given. We determine the average frequency of positive-slope crossings, $\nu_{\alpha}^+$, where $T_{\alpha} =1/\nu_{\alpha}^+ $ is the a...
We adapt the evolutionary stock market model from Evstigneev, Hens, Schenk-Hopp´e (2006) to a continuous time framework, where uncer-tainty in dividends is produced by a single Wiener process. T...

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