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2019 | OriginalPaper | Buchkapitel

2. Financial Market Risk

verfasst von : Art Sedighi, Milton Smith

Erschienen in: Fair Scheduling in High Performance Computing Environments

Verlag: Springer International Publishing

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Abstract

In the first 5 min (9:30–9:35 AM EST) after the market opened on Friday, June 24, 2016, the trading volume of the Dow Jones Industrial Average reached 5.71 million shares; by the closing minute (4:00 PM), the volume was over 63 million shares (Table 2.1). Over the course of the day, a total of 5.2 million trades were processed by the New York Stock Exchange (NYSE), and over five million of these were small trades of 1–2000 shares.

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Fußnoten
1
Data were gathered using http://​finance.​yahoo.​com/​echarts?​s=​%5EDJI+Interactiv​e#{“range”:“1d”,“allowChartStacking”:true}
 
2
Data were taken directly from the NYSE website on June 24th, 2016. Data can be retrieved from: http://​www.​nyxdata.​com/​Data-Products/​NYSE-Volume-Summary#summaries
 
3
For example, if the current interest rate is 2.5% and interest rate changes by.25% at a time, one step up would be 2.75%, and one step down would be 2.25%.
 
4
This is referred to as “equifinality” (Bertalanffy 1969)
 
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Metadaten
Titel
Financial Market Risk
verfasst von
Art Sedighi
Milton Smith
Copyright-Jahr
2019
DOI
https://doi.org/10.1007/978-3-030-14568-2_2