{"id":2049841,"date":"2016-06-20T18:17:26","date_gmt":"2016-06-20T12:47:26","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2049841"},"modified":"2016-06-20T18:17:26","modified_gmt":"2016-06-20T12:47:26","slug":"trading-turnover-throughout-the-day","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2016\/06\/20\/trading-turnover-throughout-the-day\/","title":{"rendered":"Trading turnover throughout the day"},"content":{"rendered":"

Turnover, defined as volume over total number of shares outstanding, is not constant throughout the day. If you plot turnover over a trading day, it typically traces a ‘U’ shaped plot.<\/p>\n

\"turnover.BSL\"<\/p>\n

\"turnover.MEP\"<\/p>\n

\"turnover.INFY\"<\/p>\n

Notice how turnover is the highest in the first half-hour and the last-half hour of trading? Turns out, it is a global phenomena. It follows that if you want liquidity, then it is enough if you show up for the last half-hour of trading.<\/p>\n

Related<\/strong>:
\nTrading Day of Month Returns<\/a>
\nEquity Returns at the Turn of the Month<\/a>
\nImproving VWAP Strategies: A Dynamic Volume Approach<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

Turnover, defined as volume over total number of shares outstanding, is not constant throughout the day. If you plot turnover over a trading day, it typically traces a ‘U’ shaped plot. Notice how turnover is the highest in the first half-hour and the last-half hour of trading? Turns out, it is a global phenomena. It … <\/p>\n","protected":false},"author":2,"featured_media":2049882,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3471,9],"tags":[2761],"class_list":["post-2049841","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-investing-insight","category-your-money","tag-quant","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2049841","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2049841"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2049841\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media\/2049882"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2049841"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2049841"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2049841"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}