Unraveling the Dynamics of SPY Trading Volumes: A Comprehensive Analysis of Daily and Intraday Liquidity Trends
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | Krishnan, Ananya, Pollack, Martin, Cooper, Alma |
|---|---|
| Format: | Preprint |
| Publié: |
2024
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
par: Luwang, Salam Rabindrajit, et autres
Publié: (2026)
par: Luwang, Salam Rabindrajit, et autres
Publié: (2026)
The Living Forecast: Evolving Day-Ahead Predictions into Intraday Reality
par: Bölat, Kutay, et autres
Publié: (2025)
par: Bölat, Kutay, et autres
Publié: (2025)
Intraday FX Volatility-Curve Forecasting with Functional GARCH Approaches
par: Kearney, Fearghal, et autres
Publié: (2023)
par: Kearney, Fearghal, et autres
Publié: (2023)
Predicting VBAC Outcomes from U.S. Natality Data using Deep and Classical Machine Learning Models
par: Anand, Ananya
Publié: (2025)
par: Anand, Ananya
Publié: (2025)
Unraveling Factors Influencing Shooting Incidents: Preliminary Analysis and Insights
par: Hernandez, Robert, et autres
Publié: (2024)
par: Hernandez, Robert, et autres
Publié: (2024)
Decadal Analysis of Delhi's Air Pollution Crisis: Unraveling the Contributors
par: Tewari, Prachi, et autres
Publié: (2025)
par: Tewari, Prachi, et autres
Publié: (2025)
Temporal Trends in Incidence of Dementia in a Birth Cohorts Analysis of the Framingham Heart Study
par: Staudt, Paula, et autres
Publié: (2026)
par: Staudt, Paula, et autres
Publié: (2026)
Social dominance influences individual susceptibility to an evolutionary trap in mosquitofish
par: Lea Pollack, et autres
Publié: (2025)
par: Lea Pollack, et autres
Publié: (2025)
International Trade Network: Statistical Analysis and Modeling
par: Sosa, Juan, et autres
Publié: (2024)
par: Sosa, Juan, et autres
Publié: (2024)
Bayesian Model Selection for Network Discrimination and Risk-informed Decision Making in Material Flow Analysis
par: Liao, Jiankan, et autres
Publié: (2025)
par: Liao, Jiankan, et autres
Publié: (2025)
Comprehensive and Spatially Detailed Passenger Vehicle and Truck Traffic Volume Data for the United States Estimated by Machine Learning
par: Antonczak, Brittany, et autres
Publié: (2025)
par: Antonczak, Brittany, et autres
Publié: (2025)
Comparing Malaria Trends in the Comoros Islands: ARIMA Modeling and Retrospective Analysis
par: Baidoo, D., et autres
Publié: (2025)
par: Baidoo, D., et autres
Publié: (2025)
Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective
par: Chakraborty, Avirup
Publié: (2025)
par: Chakraborty, Avirup
Publié: (2025)
Adaptive Introgression as an Evolutionary Force: A Meta‐Analysis of Knowledge Trends
par: Pedro Horta, et autres
Publié: (2025)
par: Pedro Horta, et autres
Publié: (2025)
Maternal Characteristics and Newborn Birth Weight: A Comprehensive Statistical Analysis
par: Chatterjee, Prithwiraj, et autres
Publié: (2025)
par: Chatterjee, Prithwiraj, et autres
Publié: (2025)
Crime in Proportions: Applying Compositional Data Analysis to European Crime Trends for 2022
par: Doğan, Onur Batın, et autres
Publié: (2025)
par: Doğan, Onur Batın, et autres
Publié: (2025)
Unraveling time-varying causal effects of multiple exposures: integrating Functional Data Analysis with Multivariable Mendelian Randomization
par: Fontana, Nicole, et autres
Publié: (2025)
par: Fontana, Nicole, et autres
Publié: (2025)
Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
par: Hirsch, Simon, et autres
Publié: (2023)
par: Hirsch, Simon, et autres
Publié: (2023)
Analysis of Diurnal Air Temperature Trends and Pattern Similarities in Highland and Lowland Stations of Italy and UK
par: Meo, Chalachew Muluken Liyew. Rosa, et autres
Publié: (2024)
par: Meo, Chalachew Muluken Liyew. Rosa, et autres
Publié: (2024)
The Impact of Geopolitical Risks on Bitcoin Volume Growth: Evidence from a Panel Data Analysis
par: Sergio, Ivan, et autres
Publié: (2024)
par: Sergio, Ivan, et autres
Publié: (2024)
Unraveling Consumer Purchase Journey Using Neural Network Models
par: Churchill, Victor, et autres
Publié: (2024)
par: Churchill, Victor, et autres
Publié: (2024)
A Comprehensive Experimental Liquid‐Level Control System for Advancing Fault Diagnosis Research Innovation: Data, Models, and Procedures
par: Hilina Workneh, et autres
Publié: (2025)
par: Hilina Workneh, et autres
Publié: (2025)
Comprehensive Forecasting of California's Energy Consumption: A Multi-Source and Sectoral Analysis Using ARIMA and ARIMAX Models
par: Moslemi, Zahra, et autres
Publié: (2024)
par: Moslemi, Zahra, et autres
Publié: (2024)
Rethinking Nonstationarity in Time Series: A Deterministic Trend Perspective
par: Abdikhadir, Zhandos, et autres
Publié: (2025)
par: Abdikhadir, Zhandos, et autres
Publié: (2025)
A Bayesian dawn in linguistics: Trends, benefits and good practices
par: Levshina, Natalia
Publié: (2025)
par: Levshina, Natalia
Publié: (2025)
Analysis of Spatial Variability and Temporal Trends in the Extreme Rainfall of Kagera Sub‐Basin, Tanzania
par: Nickson Tibangayuka, et autres
Publié: (2025)
par: Nickson Tibangayuka, et autres
Publié: (2025)
Evaluating Airline Service Quality Through the Comprehensive Text-mining and TOPSIS-VIKOR-AISM Analysis
par: Xie, Haotian, et autres
Publié: (2022)
par: Xie, Haotian, et autres
Publié: (2022)
Intelligent data collection for network discrimination in material flow analysis using Bayesian optimal experimental design
par: Liao, Jiankan, et autres
Publié: (2025)
par: Liao, Jiankan, et autres
Publié: (2025)
Unraveling stochastic fundamental diagrams considering empirical knowledge: modeling, limitation and further discussion
par: Lei, Yuan-Zheng, et autres
Publié: (2024)
par: Lei, Yuan-Zheng, et autres
Publié: (2024)
The Sensitivity of Bayesian Kernel Machine Regression (BKMR) to Data Distribution: A Comprehensive Simulation Analysis
par: Hasan, Kazi Tanvir, et autres
Publié: (2024)
par: Hasan, Kazi Tanvir, et autres
Publié: (2024)
A Comprehensive Analysis of Churn Prediction in Telecommunications Using Machine Learning
par: Chen, Xuhang, et autres
Publié: (2025)
par: Chen, Xuhang, et autres
Publié: (2025)
Correction to “Tropical Cyclones Across Global Basins: Dynamics, Tracking Algorithms, Forecasting, and Emerging Scientometric Research Trends”
Publié: (2025)
Publié: (2025)
The Hybrid Renewable Energy Forecasting and Trading Competition 2024
par: Browell, Jethro, et autres
Publié: (2025)
par: Browell, Jethro, et autres
Publié: (2025)
Restoring the Forecasting Power of Google Trends with Statistical Preprocessing
par: Djorno, Candice, et autres
Publié: (2025)
par: Djorno, Candice, et autres
Publié: (2025)
Unraveling spatial heterogeneity of soil legacy phosphorus in subtropical grasslands
par: Jiangxiao Qiu, et autres
Publié: (2024)
par: Jiangxiao Qiu, et autres
Publié: (2024)
Inverse Gaussian Distribution, Introduction and Applications:Comprehensive Analysis of Power Plant Performance: A Study of Combined Cycle and Nuclear Power Plant
par: Tseng, Yen-hsuan
Publié: (2025)
par: Tseng, Yen-hsuan
Publié: (2025)
Muskrat ( Ondatra zibethicus ) predation on unionid mussels in the Salmon and Little Salmon rivers in northern New York
par: John E. Cooper
Publié: (2024)
par: John E. Cooper
Publié: (2024)
Spatio-Temporal Analysis of Public Transportation Undercrowding: Leveraging APC Data for a Comprehensive Evaluation of Usage Rates
par: Burzacchi, Arianna, et autres
Publié: (2024)
par: Burzacchi, Arianna, et autres
Publié: (2024)
Bayesian Hierarchical Probabilistic Forecasting of Intraday Electricity Prices
par: Nickelsen, Daniel, et autres
Publié: (2024)
par: Nickelsen, Daniel, et autres
Publié: (2024)
Selective Migration: Unravelling Phenotype‐Dependent Fishway Passage Success in Anadromous Three‐Spined Sticklebacks
par: Marion Nicolaus, et autres
Publié: (2025)
par: Marion Nicolaus, et autres
Publié: (2025)
Documents similaires
-
Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
par: Luwang, Salam Rabindrajit, et autres
Publié: (2026) -
The Living Forecast: Evolving Day-Ahead Predictions into Intraday Reality
par: Bölat, Kutay, et autres
Publié: (2025) -
Intraday FX Volatility-Curve Forecasting with Functional GARCH Approaches
par: Kearney, Fearghal, et autres
Publié: (2023) -
Predicting VBAC Outcomes from U.S. Natality Data using Deep and Classical Machine Learning Models
par: Anand, Ananya
Publié: (2025) -
Unraveling Factors Influencing Shooting Incidents: Preliminary Analysis and Insights
par: Hernandez, Robert, et autres
Publié: (2024)