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Long memory and structural breaks of cryptocurrencies trading volume
The paper investigates long memory, structural breaks, and spurious long memory in the daily trading volume of the largest and most active...
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The Impact of Endogenous Sentiment on US Stock Market Trading Volume
Using the popular music of the day to measure people’s sentiment, this sentiment is endogenous rather than market sentiment. Through the analysis of...
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Optimal liquidation using extended trading close for multiple trading days
The extended trading close (ETC) provides institutional investors an opportunity to trade at the closing price after the regular trading session...
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Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market
The well-known Wall Street adage that states, “It takes volume to make prices move” has long suggested that there exists a positive correlation...
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Easing financial constraints through carbon trading
The augmentation of transactional volume within carbon emissions trading systems (ETS) is widely acknowledged as an efficacious mechanism for...
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Retail and institutional trading during a COVID-19 presidential press conference
The COVID-19 pandemic substantially impacted many aspects of regular life including financial markets. The increased media attention and slowdown...
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Optimizing Trading Recommendations in Portfolio Trading: A Bilateral Matching Theory Approach
The development of information systems has greatly changed our way of life, and many group activities, including communication and trading, can be...
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Trading Pricing Model
Pricing is an important component of trading decision-making. Through pricing, trading agents aim to achieve their decision-making goal of maximizing...
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Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange
Using transaction-level tick-by-tick data of same- and next-day settlement of the Russian Ruble versus the US Dollar exchange rate (RUB/USD) traded...
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Analysis of Frequent Trading Effects of Various Machine Learning Models
In recent years, high-frequency trading has emerged as a crucial strategy in stock trading. Notably, within China’s distinctive market regulatory...
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Evolution of Trading Space
Trading space is the projection of the trading system in geometric space and is the geometric expression of trading economics. When we continuously...
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Improving Cointegration-Based Pairs Trading Strategy with Asymptotic Analyses and Convergence Rate Filters
A pairs trading strategy (PTS) constructs a mean-reverting portfolio whose logarithmic value moves back and forth around a mean price level. It makes...
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Expression of Trading Network
The trading network is an abstract network, and the expression of relationships is the essence of the trading network. In order to accurately...
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High-Frequency Trading in Bond Returns: A Comparison Across Alternative Methods and Fixed-Income Markets
A properly performing and efficient bond market is widely considered important for the smooth functioning of trading systems in general. An important...
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The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins
The symmetric trading algorithm (STA) and asymmetric trading algorithm (ATA) are proposed, and a step-by-step pseudo code of proposed algorithms are...
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Distribution of Trading Potential
The trading network connects many trading agents, which interact and influence each other through network links, forming the operating ecology of the...
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Compactness of Trading Systems
The non-linear characteristics of the trading system stem from the interaction between trading agents. In the continuous evolution process, the...
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Prophet-LSTM-BP Ensemble Carbon Trading Price Prediction Model
Accurately identifying changes in carbon trading prices can provide reasonable reference indicators for a government's macrocontrol and can also help...
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Does communication increase investors’ trading frequency? Evidence from a Chinese social trading platform
This study examines the impact of communication on investors’ trading frequency based on a unique dataset drawn from a Chinese social trading...
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An interval constraint-based trading strategy with social sentiment for the stock market
Develo** effective strategies to earn excess returns in the stock market is a cutting-edge topic in the field of economics. At the same time, stock...
