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physics.soc-ph2006
Violation of market efficiency in transition economies
Boris Podobnik, Ivo Grosse, Davor Horvatic +3
We analyze the European transition economies and show that time series for most of major indices exhibit (i) power-law correlations in their values, power-law correlations in their…
physics.soc-ph2005
Impact of Stock Market Structure on Intertrade Time and Price Dynamics
Ainslie Yuen, Plamen Ch. Ivanov
The NYSE and NASDAQ stock markets have very different structures and there is continuing controversy over whether differences in stock price behaviour are due to market structure o…