Essays about: "intraday periodicity"

Found 1 essay containing the words intraday periodicity.

  1. 1. The Intraday Dynamics of Stock Returns and Trading Activity: Evidence from OMXS 30

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Veronika Lunina; Tetiana Dzhumurat; [2011]
    Keywords : intraday periodicity; return responses; trading volume; Business and Economics;

    Abstract : In this study we analyze the intraday behaviour of stock returns and trading volume using the data on OMXS 30 stocks. We find that returns follow a reverse J-shaped pattern with the peak at the beginning of the trading day, while trading volume attains its maximum towards at the market closure. READ MORE