The Influence of Trading Volume, Market Trend, and Monetary Policy on Characteristics of the Chinese Stock Exchange: An Econophysics Perspective

The paper adopts the financial physics approach to investigate influence of trading volume, market trend, as well as monetary policy on characteristics of the Chinese Stock Exchange. Utilizing 1-minute high-frequency data at various time intervals, the study examines the probability distribution den...

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Bibliographic Details
Published in:	Open Physics
Main Authors:	Ran Meng, Tang Zhenpeng, Chen Weihong
Format:	Article
Language:	English
Published:	De Gruyter 2019-12-01
Subjects:	econophysics micro-characteristics high frequency data trading volume monetary policy 02.50.-r 02.50.cw 02.50.ng 02.60.gf
Online Access:	https://doi.org/10.1515/phys-2019-0105

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