Does Trading Volume Differ on Up or Down Days? Does It Matter? [View article]
On Dec 02 04:28 AM The hand wrote:
> martynstrong - is there some evidence you have that higher volumes > result in lower volatility? why not do away with stocks altogether > and just trade options? or maybe just have the government set the > price of each stock, and tell the company how much profit it is to > make. it worked for the soviets did it not? > The NYSE has 4 hours after closing and 4 hours before opening when there is electronic trading. At these times the volumes are much lower and the volatility is much higher than the normal daytime trading.
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Dec 11 15:43 pm
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All Comments by MartynStrong »Does Trading Volume Differ on Up or Down Days? Does It Matter? [View article]
On Dec 02 04:28 AM The hand wrote:
> martynstrong - is there some evidence you have that higher volumes
> result in lower volatility? why not do away with stocks altogether
> and just trade options? or maybe just have the government set the
> price of each stock, and tell the company how much profit it is to
> make. it worked for the soviets did it not?
>
The NYSE has 4 hours after closing and 4 hours before opening when there is electronic trading. At these times the volumes are much lower and the volatility is much higher than the normal daytime trading.