Distribution of volume on the German stock market

• Autorzy: Gurgul H. , Wójtowicz T.
• Języki publikacji: EN

Abstrakty

EN

This study investigates the statistical properties of stock returns and trading volume using daily stock data of German companies included in the DAX segment. Calculations arc performed on a daily basis for the whole period from August 1997 to October 2004 and in two sub-periods: August 1997 to February 2001 and March 2001 to October 2004.

Słowa kluczowe

EN

statistical analysis; stock markets; stock returns; German stock market; descriptive statistics; DAX segment

• Wydawca: Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Systems Science
• Rocznik: 2005
• Tom: Vol. 31, no 4
• Strony: 117--133
• Opis fizyczny: Bibliogr. 49 poz., wykr.

Twórcy

autor

Gurgul H.

• Department of Applied Mathematics, University of Science and Technology, Kraków, Poland

autor

Wójtowicz T.

• Department of Applied Mathematics, University of Science and Technology, Kraków, Poland

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