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  1. 1 Acta Physica Polonica A

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  1. 1 2018

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  1. 1 Manhire J.

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A Heuristic for Approximating Extreme Negative Price Returns in Financial Markets

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Manhire J.
Acta Physica Polonica A
|
2018
|
vol. 133
|
issue 6
1408-1413
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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