A new tool to detect financial data scaling
The assumption of frictionless markets has long been debated, drawing interest from scholars and practitioners alike. Market liquidity is a central theme in this regard; it is traditionally assessed through transaction costs, volume, price-based, and market-impact measures. In contrast, the Fractal...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2025-02-01
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| Series: | Frontiers in Applied Mathematics and Statistics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fams.2025.1527750/full |
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