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We use seasonality in stock trading activity associated with summer vacation as a source of exogenous variation to study the relationship between trading volume and expected return. Using data from 51...
Equity activity is an essential topic for financial market studies. To explore its statistical reg-ularities, we comprehensively examine the trading value, a measure of the equity activity, of the 331...
In high frequency financial data not only returns but also waiting times between trades are random variables. In this work, we analyze the spectra of the waiting-time processes for tick-by-tick trades...
The southern area of the province of Alicante (Spain) embraces the regions Vega Baja del Segura (The Low Valley of The Segura River) and Bajo Vinalopó (Low Vinalopó) in the Valencian Community. Althou...

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