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| bio | website | |
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| location | ||
| age | ||
| visits | member for | 2 years, 2 months |
| seen | Jul 6 '12 at 13:58 | |
| stats | profile views | 4 |
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Feb 20 |
awarded | Popular Question |
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Oct 26 |
comment |
Are there financial instruments that make a bet on traded volume instead of price or its derivatives? How did you come up with conclusion, that NYSE-Euronext stocks have strong correlation with price move? It is possible to forecast the volume - auto correlation, intra- day volume and etc. Does that means, that price movements can be foreseen based on this forecast? |
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May 31 |
awarded | Supporter |
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Mar 16 |
awarded | Student |
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Mar 13 |
comment |
How do I reproduce the cross-sectional regression in “Intraday Patterns in the Cross-section of Stock Returns”? I seems, that I misinterpreted the way the research has been conducted - it is difficult to reveal all "tricks". Thank you for the answer. |
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Mar 13 |
comment |
How do I reproduce the cross-sectional regression in “Intraday Patterns in the Cross-section of Stock Returns”? I should say, that I ran regression on 38 stocks - I took returns of 38 stocks at t(k) and regressed them against t(k-n) to obtain the slope. |
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Mar 12 |
asked | How do I reproduce the cross-sectional regression in “Intraday Patterns in the Cross-section of Stock Returns”? |
