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Universal price impact functions of individual trades in an order-driven market

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Wei-Xing Zhou (ECUST)
Abstract

The trade size $\omega$ has direct impact on the price formation of the stock traded. Econophysical analyses of transaction data for the US and Australian stock markets have uncovered market-specific scaling laws, where a master curve of price impact can be obtained in each market when stock capitalization $C$ is included as an argument in the scaling relation. However, the rationale of introducing stock capitalization in the scaling is unclear and the anomalous negative correlation between price change $r$ and trade size $\omega$ for small trades is unexplained. Here we show that these issues can be addressed by taking into account the aggressiveness of orders that result in trades together with a proper normalization technique. Using order book data from the Chinese market, we show that trades from filled and partially filled limit orders have very different price impact. The price impact of trades from partially filled orders is constant when the volume is not too large, while that of filled orders shows power-law behavior $r\sim \omega^\alpha$ with $\alpha\approx2/3$. When returns and volumes are normalized by stock-dependent averages, capitalization-independent scaling laws emerge for both types of trades. However, no scaling relation in terms of stock capitalization can be constructed. In addition, the relation $\alpha=\alpha_\omega/\alpha_r$ is verified, where $\alpha_\omega$ and $\alpha_r$ are the tail exponents of trade sizes and returns. These observations also enable us to explain the anomalous negative correlation between $r$ and $\omega$ for small-size trades. We anticipate that these regularities may hold in other order-driven markets.

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File URL: http://arxiv.org/abs/0708.3198
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Paper provided by arXiv.org in its series Quantitative Finance Papers with number 0708.3198.

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Date of creation: Aug 2007
Date of revision: Apr 2008
Handle: RePEc:arx:papers:0708.3198

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  8. Parameswaran Gopikrishnan & Vasiliki Plerou & Luis A. Nunes Amaral & Martin Meyer & H. Eugene Stanley, 1999. "Scaling of the distribution of fluctuations of financial market indices," Quantitative Finance Papers cond-mat/9905305, arXiv.org. [Downloadable!]
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  11. Harris, Lawrence, 1987. "Transaction Data Tests of the Mixture of Distributions Hypothesis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(02), pages 127-141, June. [Downloadable!]
  12. Saatcioglu, Kemal & Starks, Laura T., 1998. "The stock price-volume relationship in emerging stock markets: the case of Latin America," International Journal of Forecasting, Elsevier, vol. 14(2), pages 215-225, June. [Downloadable!] (restricted)
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  14. Jain, Prem C. & Joh, Gun-Ho, 1988. "The Dependence between Hourly Prices and Trading Volume," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(03), pages 269-283, September. [Downloadable!]
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