A distribution-based method to gauge market liquidity through scale invariance between investment horizons

DOI10.1002/ASMB.2531MaRDI QIDQ6578147FDOQ6578147

Authors: S. Bianchi, Augusto Pianese, Massimiliano Frezza 

Publication date: 25 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

scale invarianceself-similarityliquidityinvestment horizonsfractal market hypothesis

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (1)

• An information theory approach to stock market liquidity

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