The Influence of Trading Volume, Market Trend, and Monetary Policy on Characteristics of the Chinese Stock Exchange: An Econophysics Perspective
The paper adopts the financial physics approach to investigate influence of trading volume, market trend, as well as monetary policy on characteristics of the Chinese Stock Exchange. Utilizing 1-minute high-frequency data at various time intervals, the study examines the probability distribution den...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2019-12-01
|
| Series: | Open Physics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/phys-2019-0105 |