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Applied Economics Letters Volume 10, 2003 - Issue 8
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Original Articles

Trading frequency and the compass rose

Charlie Cai International Institute of Banking and Financial Services, The University of Leeds, Leeds, LS2 9JT, UK
,
Robert Hudson International Institute of Banking and Financial Services, The University of Leeds, Leeds, LS2 9JT, UK
&
Kevin Keasey International Institute of Banking and Financial Services, The University of Leeds, Leeds, LS2 9JT, UK
Pages 511-517 | Published online: 06 Oct 2010
 
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Abstract

The paper uses market microdata to examine how the frequency with which share trading takes place affects the appearance of the compass rose. The results show that, for a share traded with a given frequency, there will be an optimum frequency of observation to produce the best compass rose.

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