Stock Market Microstructures

Stock Market Microstructures - Politics, Business, Civil, History - Posted: 26th Nov, 2017 - 10:40am

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Post Date: 26th Nov, 2017 - 10:40am / Post ID: #

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Stock Market Microstructures

Stock market microstructures: Modeling could help evaluate financial crises. Researchers have analyzed the statistical regularities and irregularities in the recent order flow of 96 different NASDAQ stocks. Since prices are strongly correlated during financial crises, they evolve in a way that is similar to what happens to nerve signals during epileptic seizures. The findings contribute to modeling price evolution, and could ultimately be used to evaluate the impact of financial crises. Source 6w.

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