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24th Australian Institute of Physics Congress

11–16 Dec 2022
Australia/Adelaide timezone
Co-locating with the 7th International Workshop of Specialty Optical Fibres and Their Applications (WSOF), the Australian and New Zealand Conference on Optics and Photonics (ANZCOP), and the Conference on Optoelectronlc and Microelectronic Materials and Devices (COMMAD)

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Universal Behavior in the Stock Market - Order in Chaos

14 Dec 2022, 12:15
15m
Room R2 (Adelaide Convention Centre)

Room R2

Adelaide Convention Centre
Talk (preferred) AIP: Theoretical and Mathematical AIP: Theoretical and Mathematical

Speaker

Ayse Kizilersu (University of Adelaide)

Description

We will be discussing the behaviour of the electronic order book in terms of its ingredients : arrival/cancellation time, waiting-time, inter-trade time. The London stock exchange data is used in this study and its analysis will be discussed.

Author

Ayse Kizilersu (University of Adelaide)

Co-authors

Anthony Thomas (University of Adelaide) Markus Kreer

Presentation materials

1215 Wed RB2 Kizilersu.pdf
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