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How does the market react to news regarding large uncertain projects?
We analyze stock market reactions to information about changes in opening dates of
movies, and present two main findings. ...
Opening Platforms: How, When and Why?
Decision Choices and Conditions Governance Controls Market Participation Market Platforms Technology Platform
2015/4/22
Platform-mediated networks encompass several distinct types of participants, including end users, complementors, platform providers who facilitate users' access to complements, and sponsors who develo...
Empirical regularities of opening call auction in Chinese stock market
Econophysics Order-driven markets Opening call action Limit-order book Microstructure theory
2010/11/1
We study the statistical regularities of opening call auction using the ultra-high-frequency data of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. The distribution of the relative pr...
Estimating correlation from high, low, opening and closing prices
Estimating correlation high low opening closing prices
2010/12/17
In earlier studies, the estimation of the volatility of a stock using information on the daily opening, closing, high and low prices has been developed; the additional information in the high and low...