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Ananya Krishnan

1 paper hereh-index 00 citations4 works total

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1 paper

stat.AP2024

Unraveling the Dynamics of SPY Trading Volumes: A Comprehensive Analysis of Daily and Intraday Liquidity Trends

Ananya Krishnan, Martin Pollack, Alma Cooper

In this project, we investigate the accuracy of forecasting intraday and daily trading volume of the exchange-traded fund SPY. The ability to forecast volume over varying time inte…

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