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2018 | 133 | 6 | 1408-1413
Article title

A Heuristic for Approximating Extreme Negative Price Returns in Financial Markets

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EN
Abstracts
EN
The paper describes the behavior of financial markets as functions of the variables ``price return'' and ``time'' based on the net difference between ask and bid volumes over a unit period, thereby suggesting that at least a negative non-trivial price return extreme exists for a unit period. This admittedly heuristic approach also offers a method for approximating these negative price return extremes for a specific unit period. Limitations and applications are discussed.
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  • Texas A&M University, 1249 TAMU, College Station, TX 77843-1249, U.S.A.
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bwmeta1.element.bwnjournal-article-appv133n6p9
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