• Title of article

    Toward a phase diagram for stocks

  • Author/Authors

    K. Ivanova، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    11
  • From page
    567
  • To page
    577
  • Abstract
    A display of the tentatively basic parameters of stocks, i.e. the daily closing price and the daily transaction volume is presented eliminating the time variable between them. The “phase diagram” looks like a triangular region similar to the two-phase region of traffic diagrams. The data is taken for two companies (SGP and OXHP) which present different long-range correlations in the closing price value as examined by the linearly Detrended Fluctuation Analysis (DFA) statistical method. Substructures are observed in the “phase diagram” as due to changes in management policy, e.g. stock splits.
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Serial Year
    1999
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Record number

    866105