..
原稿を提出する arrow_forward arrow_forward ..

Asymmetry Index of Stock Price Fluctuations

Abstract

Weihong Huang and Yu Zhang

Stock price fluctuation asymmetry, the asymmetry between stock price rise and fall speed, is a general feature of stock indices. Based on inverse statistics, a new measurement, named as asymmetry index, is proposed to evaluate this asymmetry. We calculate and compare asymmetry indices of historical prices from ten stock markets. It is found that in most stock markets, price fall is faster than price rise; while in China and India, price rise is generally faster than price fall.

免責事項: この要約は人工知能ツールを使用して翻訳されており、まだレビューまたは確認されていません

この記事をシェアする

インデックス付き

arrow_upward arrow_upward