Title variants
Languages of publication
Abstracts
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.
Discipline
- 02.70.-c: Computational techniques; simulations(for quantum computation, see 03.67.Lx; for computational techniques extensively used in subdivisions of physics, see the appropriate section; for example, see 47.11.-j Computational methods in fluid dynamics)
- 05.10.-a: Computational methods in statistical physics and nonlinear dynamics(see also 02.70.-c in mathematical methods in physics)
- 89.65.Gh: Economics; econophysics, financial markets, business and management(for economic issues regarding production and use of renewable energy, see 88.05.Lg)
Journal
Year
Volume
Issue
Pages
1408-1413
Physical description
Dates
published
2018-06
Contributors
author
- Texas A&M University, 1249 TAMU, College Station, TX 77843-1249, U.S.A.
References
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.bwnjournal-article-appv133n6p9