Re: forex mai kam karny ky rules kon sy hain
Documents a small addition to the large body of evidence on U-shaped trading activity across time of day. The empirical regularity is striking with respect to the symmetry of the effect across the day and across trading behavior disaggregated by orders, transactions of different sizes, cancellations, and crossing activity. Beyond noting the desirability of including time of day effects in model estimation, we have little else to add, except to note that U-shaped activity does not seem to be a figment of market structure.
Documents a small addition to the large body of evidence on U-shaped trading activity across time of day. The empirical regularity is striking with respect to the symmetry of the effect across the day and across trading behavior disaggregated by orders, transactions of different sizes, cancellations, and crossing activity. Beyond noting the desirability of including time of day effects in model estimation, we have little else to add, except to note that U-shaped activity does not seem to be a figment of market structure.
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