Investor Behavior Estimated from Locust Tower
2019 Volume 2019 Issue FIN-022 Pages 13-
Details
2019 Volume 2019 Issue FIN-022 Pages 13-
This paper investigates the stock of Terilogy Co., Ltd.(code 3356, JASDAQ) using VPIN (Volume-Synchronized Probability of Informed Trading) proposed in Easley, et al. [1]. Especially, the stock is attracting attention in SNS etc., stock price is fluctuating. We examine the investor behavior with VPIN, and also consider how to use this theory is applied to the stock trading.
