1
/
of
1
store-traders-com
V.4:7 (261-266): Daily price and volume study: trading windows by Frank Tarkany
V.4:7 (261-266): Daily price and volume study: trading windows by Frank Tarkany
Regular price
$5.95 USD
Regular price
Sale price
$5.95 USD
Quantity
Couldn't load pickup availability
Daily price and volume study: trading windows by Frank Tarkany
This article investigates day-to-day price changes of the Dow Jones Industrial Averages (DJIA) and New York Stock Exchange (NYSE) total volume over a 85 year period to see whether the changes are random and/or serial independent, as is generally believed.
Using a chi-square (x2) goodness of fit statistical analysis of daily DJIA price and NYSE volume changes, I found statistically significant trading windows in both series. The NYSE volume is serially time dependent while the DJIA daily closing price is both non-random and serially time dependent.
This article investigates day-to-day price changes of the Dow Jones Industrial Averages (DJIA) and New York Stock Exchange (NYSE) total volume over a 85 year period to see whether the changes are random and/or serial independent, as is generally believed.
Using a chi-square (x2) goodness of fit statistical analysis of daily DJIA price and NYSE volume changes, I found statistically significant trading windows in both series. The NYSE volume is serially time dependent while the DJIA daily closing price is both non-random and serially time dependent.
Share
