TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADES

TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADES

Bibliographic Details
Main Authors: Henryk Gurgul, Artur Machno
Format: Article
Language:English
Published: Exeley Inc. 2017-03-01
Series:Statistics in Transition
Subjects:
high frequency data
daily trade pattern
Warsaw Stock Exchange
market microstructure.
Online Access:https://www.exeley.com/exeley/journals/statistics_in_transition/18/1/pdf/10.21307_stattrans-2016-059.pdf
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spelling doaj-6c3278d8c6c74f2782f89ca2622265742020-11-25T00:44:42ZengExeley Inc.Statistics in Transition1234-76552450-02912017-03-0118110.21307/stattrans-2016-059TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADESHenryk Gurgul0Artur Machno1Department of Applications of Mathematics in Economics, Faculty of Management, AGH University of Science and Technology, Al. Mickiewicza 30, 30-059 Krakow, Poland.Department of Applications of Mathematics in Economics, Faculty of Management, AGH University of Science and Technology, Al. Mickiewicza 30, 30-059 Krakow, Poland.https://www.exeley.com/exeley/journals/statistics_in_transition/18/1/pdf/10.21307_stattrans-2016-059.pdfhigh frequency datadaily trade patternWarsaw Stock Exchangemarket microstructure.
collection DOAJ
language English
format Article
sources DOAJ
author Henryk Gurgul
Artur Machno
spellingShingle Henryk Gurgul
Artur Machno
TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADES
Statistics in Transition
high frequency data
daily trade pattern
Warsaw Stock Exchange
market microstructure.
author_facet Henryk Gurgul
Artur Machno
author_sort Henryk Gurgul
title TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADES
title_short TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADES
title_full TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADES
title_fullStr TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADES
title_full_unstemmed TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADES
title_sort trade pattern on warsaw stock exchange and prediction of number of trades
publisher Exeley Inc.
series Statistics in Transition
issn 1234-7655
2450-0291
publishDate 2017-03-01
topic high frequency data
daily trade pattern
Warsaw Stock Exchange
market microstructure.
url https://www.exeley.com/exeley/journals/statistics_in_transition/18/1/pdf/10.21307_stattrans-2016-059.pdf
work_keys_str_mv AT henrykgurgul tradepatternonwarsawstockexchangeandpredictionofnumberoftrades
AT arturmachno tradepatternonwarsawstockexchangeandpredictionofnumberoftrades
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