| Quantum spatial-periodic harmonic model for daily price-limited stock markets | |
| Meng, Xiangyi ; Zhang, Jian-Wei ; Xu, Jingjing ; Guo, Hong | |
| 2015 | |
| 关键词 | Econophysics Quantum harmonic oscillator Price-limited stock market Energy band structure BEHAVIOR FINANCE VOLUME INDEX |
| 英文摘要 | We investigate the behaviors of stocks in daily price-limited stock markets by purposing a quantum spatial-periodic harmonic model. The stock price is considered to be oscillating and damping in a quantum spatial-periodic harmonic oscillator potential well. A complicated non-linear relation including inter-band positive correlation and intra-band negative correlation between the volatility and trading volume of a stock is numerically derived with the energy band structure of the model concerned. The effectiveness of price limit is re-examined, with some observed characteristics of price-limited stock markets in China studied by applying our quantum model. (C) 2015 Elsevier B.V. All rights reserved.; SCI(E); EI; SSCI; ARTICLE; hongguo@pku.edu.cn; 154-160; 438 |
| 语种 | 英语 |
| 出处 | SCI ; EI |
| 出版者 | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS |
| 内容类型 | 其他 |
| 源URL | [http://hdl.handle.net/20.500.11897/415302]  |
| 专题 | 数学科学学院 物理学院 信息科学技术学院 |
| 推荐引用方式 GB/T 7714 | Meng, Xiangyi,Zhang, Jian-Wei,Xu, Jingjing,et al. Quantum spatial-periodic harmonic model for daily price-limited stock markets. 2015-01-01. |
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