Time-varying price–volume relationship and adaptive market efficiency: A survey of the empirical literature

AC Patil, S Rastogi - Journal of Risk and Financial Management, 2019 - mdpi.com
This paper conducts a review of the literature on the price–volume relationship and its
relation with the implications of the adaptive market hypothesis. The literature on market …

A narrative review on quantum finance theory

Y Dong, H Zheng, J Zhu - International Journal of Quantum …, 2024 - ui.adsabs.harvard.edu
This paper systematically reviews the historical development trajectory and current situation
of quantum financial theory research through an in-depth review of relevant literature. This …

[图书][B] Perilaku Investor Agresif di Indonesia: Teori dan Bukti Empiris

M Rizal, MSA Majid, S Musnadi, A Sakir - 2024 - books.google.com
Buku “Perilaku Investor Agresif di Indonesia: Teori dan Bukti Empiris” mengupas secara
mendalam keputusan pengajuan pesanan oleh investor saham, membahas strategi market …

Scaling features of price–volume cross correlation

J Ardalankia, M Osoolian, E Haven, GR Jafari - Physica A: Statistical …, 2020 - Elsevier
Price without transaction makes no sense. Trading volume authenticates its corresponding
price, so there exists mutual information and correlation between price and trading volume …

Market of stocks during crisis looks like a flock of birds

B Afsharizand, PH Chaghoei, AA Kordbacheh… - Entropy, 2020 - mdpi.com
A crisis in financial markets can be considered as a collective behaviour phenomenon. The
collective behaviour is a complex behaviour which exists among a group of animals. The …

[PDF][PDF] Quantum finance forecast system with quantum anharmonic oscillator model for quantum price level modeling

RST Lee - International Advance Journal of Engineering …, 2021 - iajer.com
With the exponential growth of program trading in the worldwide financial industry, quantum
finance and its underlying technologies including quantum field theory and quantum …

Distribution of Return Transition for Bohm-Vigier Stochastic Mechanics in Stock Market

C Liu, C Chang, Z Chang - Symmetry, 2023 - mdpi.com
The Bohm-Vigier stochastic model is assumed as a natural generalization of the Black-
Scholes model in stock market. The behavioral factor of stock market recognizes as a hidden …

Quantum Leap: A Price Leap Mechanism in Financial Markets

H Zheng, J Bai - Mathematics, 2024 - mdpi.com
This study explores the quantum leapfrog mechanism within the context of quantum finance
and presents a new interpretation of established financial models through a quantum …

Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\" odinger-Like Trading Equation and Multimodal Distribution

L Lin - arXiv preprint arXiv:2401.05823, 2024 - arxiv.org
Quantum theory provides a comprehensive framework for quantifying uncertainty, often
applied in quantum finance to explore the stochastic nature of asset returns. This …

Quantum Bohmian-inspired potential to model non–Gaussian time series and Its application in financial markets

R Hosseini, S Tajik, Z Koohi Lai, T Jamali, E Haven… - Entropy, 2023 - mdpi.com
We have implemented quantum modeling mainly based on Bohmian mechanics to study
time series that contain strong coupling between their events. Compared to time series with …