Intraday Seasonalities and Nonstationarity of Trading Volume in Financial Markets: Individual and Cross-Sectional Features

Open Access

Peer-reviewed

Research Article

Michelle B. Graczyk,

Affiliation Centro Brasileiro de Pesquisas Físicas, Rio de Janeiro, RJ, Brazil
⨯
Sílvio M. Duarte Queirós

* E-mail: sdqueiro@google.com

Affiliations Centro Brasileiro de Pesquisas Físicas, Rio de Janeiro, RJ, Brazil, National Institute of Science and Technology for Complex Systems, Rio de Janeiro, RJ, Brazil
⨯

Reader Comments (0)

Financial markets
Is the Subject Area "Financial markets" applicable to this article?

Thanks for your feedback.
Finance
Is the Subject Area "Finance" applicable to this article?

Thanks for your feedback.
Curve fitting
Is the Subject Area "Curve fitting" applicable to this article?

Thanks for your feedback.
Skewness
Is the Subject Area "Skewness" applicable to this article?

Thanks for your feedback.
Complex systems
Is the Subject Area "Complex systems" applicable to this article?

Thanks for your feedback.
Polynomials
Is the Subject Area "Polynomials" applicable to this article?

Thanks for your feedback.
Autocorrelation
Is the Subject Area "Autocorrelation" applicable to this article?

Thanks for your feedback.
Statistical data
Is the Subject Area "Statistical data" applicable to this article?

Thanks for your feedback.