Sixteenths or pennies? Observations from a simulation of the Nasdaq stock market.
Vince DarleyAlexander OutkinTony PlateFrank GaoPublished in: CIFEr (2000)
Keyphrases
- stock market
- short term
- stock price
- financial markets
- financial time series
- stock exchange
- trading rules
- stock returns
- financial data
- listed companies
- stock data
- stock trading
- stock index
- stock market data
- chinese stock market
- long term
- stock index futures
- garch model
- technical indicators
- foreign exchange
- portfolio optimization
- neural network