Browsing by Author "Brown, Frank R., Jr."
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Financial Market Analysis Using a Kinetics Model
Brown, Frank R., Jr. (East Carolina University, 2013)Over the past several decades physicists have used models and techniques that were developed in the sciences in order to analyze the price and volume behavior of financial markets. These models and techniques ... -
Self-similarity and non-Markovian behavior in traded stock volumes
Brown, Frank R., Jr.; Pravica, David; Bier, Martin, 1959- (2015)The volume traded daily for 17 stocks is followed over a period of about half a century. We look at the volume of stocks traded in a certain time interval (day, week, month) and analyze how long that traded volume keeps ...