On the Empirical Linkages between Stock Prices and Trading Activity on the German Stock Market.
Roland MestelHenryk GurgulPawel MajdoszPublished in: OR (2004)
Keyphrases
- stock market
- stock price
- stock exchange
- financial markets
- stock data
- trading rules
- technical indicators
- dow jones
- trading systems
- trading strategies
- stock trading
- trading signals
- foreign exchange
- short term
- financial time series
- stock index
- financial data
- investment strategies
- exchange rate
- stock market data
- stock returns
- stock index futures
- tft lcd
- portfolio optimization
- long term
- transaction costs
- non stationary
- financial news
- market data
- garch model
- machine learning
- chinese stock market
- supply chain
- portfolio selection
- generative model
- data analysis