IDEAS home Printed from https://ideas.repec.org/h/spr/advbcp/978-94-6239-672-2_60.html

Analysis of the Information Trembling Characteristics and the Linked Trembling Pattern of Stock Prices

Author

Listed:
  • Yuan Liu

    (Business School of Jianghan University)

Abstract

There are many modes of stock price operation, and in many cases, the way stock prices change their trend is often caused by some sudden event or information, which is called trembling. The price of the relevant target stock fluctuates due to this kind of trembling information, and the intensity of the fluctuation is determined by the strength of the trembling information characteristics. Similarly, the magnitude of the trembling in the stock price is also determined by investors’ recognition of this information characteristic. Through extensive observation and analysis of stocks in the stock market, it is found that this stock price trembling characteristic has broad representativeness. Based on the universality of trembling characteristics, this article selects representative targets for systematic analysis, providing investors with an investment style that conforms to market rules, which is still of great benefit.

Suggested Citation

  • Yuan Liu, 2026. "Analysis of the Information Trembling Characteristics and the Linked Trembling Pattern of Stock Prices," Advances in Economics, Business and Management Research,, Springer.
  • Handle: RePEc:spr:advbcp:978-94-6239-672-2_60
    DOI: 10.2991/978-94-6239-672-2_60
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:advbcp:978-94-6239-672-2_60. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.