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physics.soc-ph2006★ 9 cited
Roughness and Finite Size Effect in the NYSE Stock-Price Fluctuations
V. Alfi, F. Coccetti, A. Petri +1
We consider the roughness properties of NYSE (New York Stock Exchange) stock-price fluctuations. The statistical properties of the data are relatively homogeneous within the same d…
physics.soc-ph2006
Hidden Forces and Fluctuations from Moving Averages: A Test Study
V. Alfi, F. Coccetti, M. Marotta +2
The possibility that price dynamics is affected by its distance from a moving average has been recently introduced as new statistical tool. The purpose is to identify the tendency…