Correlations and clustering in the trading of members of the London Stock Exchange
This paper analyzes correlations in patterns of trading of different members of the London Stock Exchange. The collection of strategies associated with a member institution is defined by the sequence of signs of net volume traded by that institution in hour intervals. Using several methods we show t...
| 主要な著者: | , |
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| フォーマット: | Journal article |
| 言語: | English |
| 出版事項: |
2007
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